+55.7%
PRU vs DVA
+116.5%
-60.8%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -2.8% | -4.8% | +1.9% | -2.3% |
| 30D | +8.5% | +0.9% | +7.6% | +8.3% |
| 3M | +1.7% | +2.9% | -1.1% | +1.3% |
| 6M | +24.8% | -7.8% | +32.5% | +25.5% |
| YTD | +13.3% | +61.5% | -48.2% | +5.1% |
| 1Y | +21.4% | +50.1% | -28.7% | +14.5% |
| All | +55.7% | +116.5% | -60.8% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 3y: compounded portfolio wealth divided by compounded DVA 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…
3y analysis · Full analysis span regression · 6 months rolling