+800.4%
PRU vs DD
+328.6%
+471.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.3% | -1.2% |
| 7D | +1.9% | -3.5% | +5.4% | +4.3% |
| 30D | +2.7% | -10.3% | +13.0% | +10.2% |
| 3M | +19.5% | -7.5% | +27.0% | +24.9% |
| 6M | +26.6% | -8.0% | +34.6% | +31.3% |
| YTD | +12.3% | +10.5% | +1.9% | +2.0% |
| 1Y | +18.0% | +38.3% | -20.2% | -9.1% |
| 3Y | +47.0% | +42.5% | +4.5% | +5.9% |
| 5Y | +48.4% | +60.2% | -11.7% | -4.1% |
| 10Y | +142.4% | +68.9% | +73.6% | +40.7% |
| All | +800.4% | +328.6% | +471.8% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling