+44.3%
PRU vs DRI
+65.5%
-21.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | -2.3% | -3.2% | +0.9% | -1.1% |
| 30D | -1.7% | -7.8% | +6.1% | +1.1% |
| 3M | +13.2% | +0.4% | +12.9% | +12.6% |
| 6M | +28.8% | +4.8% | +24.0% | +25.5% |
| YTD | +9.8% | +16.7% | -7.0% | +1.8% |
| 1Y | +17.4% | +1.5% | +15.9% | +14.9% |
| 3Y | +44.9% | +56.3% | -11.3% | +16.8% |
| All | +44.3% | +65.5% | -21.1% | +11.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling