+43.6%
PRU vs DKS
+26.9%
+16.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +7.0% |
| 3M | +2.1% | -29.3% | +31.4% | +7.9% |
| 6M | +25.4% | -32.6% | +58.0% | +33.2% |
| YTD | +13.5% | -22.6% | +36.1% | +16.6% |
| 1Y | +21.3% | -29.8% | +51.2% | +27.2% |
| 3Y | +55.1% | +43.2% | +11.9% | +36.4% |
| 5Y | +43.6% | +29.8% | +13.8% | +20.2% |
| All | +43.6% | +26.9% | +16.7% | +20.2% |
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