+779.9%
PRU vs DOV
+1,175.3%
-395.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.6% | -3.3% | -3.1% |
| 7D | +2.4% | -1.9% | +4.3% | +3.8% |
| 30D | +6.1% | +8.3% | -2.1% | -0.9% |
| 3M | -0.7% | -3.1% | +2.3% | +1.2% |
| 6M | +22.1% | -9.8% | +31.9% | +30.1% |
| YTD | +9.8% | +5.2% | +4.6% | +1.7% |
| 1Y | +19.4% | +15.3% | +4.0% | +2.3% |
| 3Y | +50.4% | +58.8% | -8.4% | -4.8% |
| 5Y | +37.2% | +26.6% | +10.6% | +2.6% |
| 10Y | +119.5% | +351.6% | -232.1% | -43.5% |
| All | +779.9% | +1,175.3% | -395.4% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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