+830.8%
PRU vs DKS
+6,836.7%
-6,005.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.8% | +1.3% | -4.1% | -3.3% |
| 30D | +8.5% | +8.9% | -0.4% | +4.9% |
| 3M | +1.7% | -26.4% | +28.1% | +10.4% |
| 6M | +24.8% | -31.1% | +55.8% | +37.6% |
| YTD | +13.3% | -22.8% | +36.1% | +18.7% |
| 1Y | +21.4% | -29.5% | +50.9% | +31.3% |
| 3Y | +54.8% | +42.8% | +12.0% | +18.0% |
| 5Y | +42.4% | +29.2% | +13.2% | +3.0% |
| 10Y | +98.4% | +235.0% | -136.5% | -22.3% |
| All | +830.8% | +6,836.7% | -6,005.9% | +35.3% |
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