+112.0%
PRU vs DRI
+367.2%
-255.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.2% |
| 7D | +2.4% | +2.8% | -0.4% | +1.2% |
| 30D | +6.1% | +13.3% | -7.1% | +0.3% |
| 3M | -0.7% | +8.2% | -8.9% | -4.6% |
| 6M | +22.1% | +17.5% | +4.5% | +12.2% |
| YTD | +9.8% | +26.9% | -17.1% | -3.5% |
| 1Y | +19.4% | +31.6% | -12.2% | +2.9% |
| 3Y | +50.4% | +67.0% | -16.6% | +13.0% |
| 5Y | +37.2% | +72.9% | -35.7% | -0.7% |
| All | +112.0% | +367.2% | -255.1% | -4.7% |
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