+134.6%
PRU vs DKS
+197.0%
-62.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.7% |
| 7D | -1.9% | -2.9% | +1.0% | -1.1% |
| 30D | -2.6% | -37.7% | +35.1% | +8.4% |
| 3M | +14.7% | -38.9% | +53.6% | +28.1% |
| 6M | +25.7% | -31.1% | +56.8% | +34.9% |
| YTD | +8.3% | -31.8% | +40.1% | +16.3% |
| 1Y | +17.3% | -38.0% | +55.4% | +28.8% |
| 3Y | +43.2% | +28.6% | +14.6% | +22.5% |
| 5Y | +43.5% | +12.5% | +31.0% | +19.8% |
| 10Y | +134.6% | +198.3% | -63.8% | +17.9% |
| All | +134.6% | +197.0% | -62.5% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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