+800.4%
PRU vs DTE
+977.7%
-177.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.4% |
| 7D | +1.9% | +0.2% | +1.7% | +1.7% |
| 30D | +2.7% | -2.6% | +5.3% | +4.8% |
| 3M | +19.5% | -3.9% | +23.4% | +22.9% |
| 6M | +26.6% | -7.9% | +34.6% | +34.1% |
| YTD | +12.3% | +7.2% | +5.2% | +4.5% |
| 1Y | +18.0% | +3.1% | +15.0% | +13.0% |
| 3Y | +47.0% | +47.6% | -0.6% | +1.6% |
| 5Y | +48.4% | +32.7% | +15.7% | +8.9% |
| 10Y | +142.4% | +138.8% | +3.7% | -0.2% |
| All | +800.4% | +977.7% | -177.3% | -8.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling