+823.1%
PRU vs DKS
+6,292.4%
-5,469.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.8% |
| 7D | +1.9% | +3.0% | -1.1% | +0.7% |
| 30D | +2.7% | -30.5% | +33.3% | +14.4% |
| 3M | +19.5% | -35.7% | +55.2% | +36.6% |
| 6M | +26.6% | -29.7% | +56.3% | +38.8% |
| YTD | +12.3% | -28.9% | +41.2% | +22.0% |
| 1Y | +18.0% | -35.9% | +53.9% | +32.5% |
| 3Y | +47.0% | +28.2% | +18.9% | +17.3% |
| 5Y | +48.4% | +11.8% | +36.6% | +13.4% |
| 10Y | +142.4% | +211.6% | -69.2% | -2.2% |
| All | +823.1% | +6,292.4% | -5,469.4% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling