+800.4%
PRU vs DGX
+943.8%
-143.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -0.4% |
| 7D | +1.9% | -2.3% | +4.2% | +3.2% |
| 30D | +2.7% | +0.6% | +2.2% | +2.3% |
| 3M | +19.5% | +21.4% | -1.9% | +6.6% |
| 6M | +26.6% | +14.7% | +11.9% | +16.1% |
| YTD | +12.3% | +38.4% | -26.1% | -8.0% |
| 1Y | +18.0% | +34.0% | -15.9% | -2.0% |
| 3Y | +47.0% | +92.7% | -45.7% | -3.3% |
| 5Y | +48.4% | +67.7% | -19.3% | +3.1% |
| 10Y | +142.4% | +248.0% | -105.6% | +1.6% |
| All | +800.4% | +943.8% | -143.4% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling