+20.1%
PRU vs DRI
+32.5%
-12.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.5% | +0.8% | +2.1% |
| 7D | +3.2% | +3.1% | +0.1% | +2.6% |
| 30D | +7.9% | +16.2% | -8.3% | +5.6% |
| 3M | +1.8% | +8.4% | -6.6% | +0.4% |
| 6M | +24.1% | +19.0% | +5.1% | +20.3% |
| YTD | +12.4% | +28.8% | -16.5% | +4.8% |
| All | +20.1% | +32.5% | -12.3% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling