+55.1%
PRU vs DKS
+43.3%
+11.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.6% | -0.5% | +0.7% |
| 7D | +3.8% | +9.4% | -5.6% | +2.0% |
| 30D | +9.0% | +9.8% | -0.7% | +7.1% |
| 3M | +2.1% | -29.3% | +31.4% | +7.9% |
| 6M | +25.4% | -32.6% | +58.0% | +33.3% |
| YTD | +13.5% | -22.6% | +36.1% | +16.4% |
| 1Y | +21.3% | -29.8% | +51.2% | +27.1% |
| 3Y | +55.1% | +43.2% | +11.9% | +42.9% |
| All | +55.1% | +43.3% | +11.8% | +42.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling