+136.2%
PRU vs DGX
+255.3%
-119.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.0% | -0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -1.9% |
| 30D | -1.7% | -1.2% | -0.6% | -1.3% |
| 3M | +13.2% | +15.8% | -2.5% | +5.9% |
| 6M | +28.8% | +18.2% | +10.6% | +18.9% |
| YTD | +9.8% | +37.2% | -27.4% | -5.7% |
| 1Y | +17.4% | +30.4% | -13.0% | +2.9% |
| 3Y | +44.9% | +96.7% | -51.8% | +2.6% |
| 5Y | +46.6% | +67.2% | -20.5% | +9.9% |
| All | +136.2% | +255.3% | -119.2% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling