+45.6%
PRU vs DKS
+9.4%
+36.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.9% | +2.7% | -1.2% |
| 7D | +1.9% | -0.4% | +2.3% | +2.0% |
| 30D | -0.4% | -36.6% | +36.2% | +7.3% |
| 3M | +16.4% | -37.6% | +54.0% | +25.7% |
| 6M | +26.0% | -32.1% | +58.1% | +33.1% |
| YTD | +9.9% | -32.3% | +42.2% | +16.0% |
| 1Y | +18.8% | -39.5% | +58.3% | +27.9% |
| 3Y | +45.3% | +27.7% | +17.7% | +31.9% |
| 5Y | +45.6% | +15.0% | +30.5% | +26.9% |
| All | +45.6% | +9.4% | +36.1% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling