+139.6%
PRU vs DRI
+350.3%
-210.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.3% | -1.3% |
| 7D | +1.9% | -1.2% | +3.1% | +2.5% |
| 30D | -0.4% | -0.4% | 0.0% | -0.5% |
| 3M | +16.4% | +9.5% | +6.9% | +11.0% |
| 6M | +26.0% | +6.5% | +19.6% | +21.2% |
| YTD | +9.9% | +18.4% | -8.5% | -0.1% |
| 1Y | +18.8% | +4.2% | +14.6% | +14.1% |
| 3Y | +45.4% | +57.1% | -11.7% | +12.5% |
| 5Y | +45.6% | +70.4% | -24.9% | +5.8% |
| 10Y | +139.6% | +354.0% | -214.4% | +14.5% |
| All | +139.6% | +350.3% | -210.7% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling