+97.7%
PRU vs DTE
+152.1%
-54.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.6% | +0.7% |
| 7D | +3.6% | +3.4% | +0.2% | +1.4% |
| 30D | +8.9% | +8.9% | 0.0% | +3.1% |
| 3M | +0.2% | +1.1% | -0.9% | -0.6% |
| 6M | +23.7% | +0.1% | +23.7% | +23.1% |
| YTD | +13.7% | +11.1% | +2.7% | +4.7% |
| 1Y | +20.6% | +4.9% | +15.7% | +15.3% |
| 3Y | +56.3% | +58.6% | -2.2% | +10.3% |
| 5Y | +42.3% | +47.3% | -4.9% | +3.1% |
| All | +97.7% | +152.1% | -54.4% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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