+42.4%
PRU vs DVA
+73.1%
-30.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -2.8% | -4.8% | +1.9% | -2.2% |
| 30D | +8.5% | +0.9% | +7.6% | +8.3% |
| 3M | +1.7% | +2.9% | -1.1% | +1.2% |
| 6M | +24.8% | -7.8% | +32.5% | +25.5% |
| YTD | +13.3% | +61.5% | -48.2% | +3.9% |
| 1Y | +21.4% | +50.1% | -28.7% | +12.8% |
| 3Y | +54.8% | +121.1% | -66.3% | +33.8% |
| 5Y | +42.4% | +72.9% | -30.5% | +26.9% |
| All | +42.4% | +73.1% | -30.8% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling