+779.9%
PRU vs DRI
+2,027.5%
-1,247.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | +2.4% | +2.8% | -0.4% | +1.0% |
| 30D | +6.1% | +13.3% | -7.1% | -0.4% |
| 3M | -0.7% | +8.2% | -8.9% | -5.1% |
| 6M | +22.1% | +17.5% | +4.5% | +11.1% |
| YTD | +9.8% | +26.9% | -17.1% | -4.9% |
| 1Y | +19.4% | +31.6% | -12.2% | +1.2% |
| 3Y | +50.4% | +67.0% | -16.6% | +9.6% |
| 5Y | +37.2% | +72.9% | -35.7% | -4.2% |
| 10Y | +119.5% | +371.3% | -251.8% | -20.7% |
| All | +779.9% | +2,027.5% | -1,247.6% | +33.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling