+807.9%
PRU vs DTE
+1,016.4%
-208.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.6% |
| 7D | -2.8% | +1.6% | -4.4% | -4.0% |
| 30D | +8.5% | +9.1% | -0.6% | +1.2% |
| 3M | +1.7% | +2.4% | -0.7% | -0.4% |
| 6M | +24.8% | -0.2% | +25.0% | +24.2% |
| YTD | +13.3% | +11.0% | +2.2% | +2.3% |
| 1Y | +21.4% | +3.4% | +18.0% | +16.0% |
| 3Y | +54.8% | +57.1% | -2.3% | +1.8% |
| 5Y | +42.4% | +46.6% | -4.2% | -3.9% |
| 10Y | +98.4% | +151.3% | -52.8% | -21.2% |
| All | +807.9% | +1,016.4% | -208.5% | -10.1% |
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