+803.3%
PRU vs DVA
+2,252.3%
-1,449.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.1% | +4.6% | +1.5% |
| 7D | 0.0% | -10.7% | +10.6% | +4.4% |
| 30D | +7.9% | -4.4% | +12.3% | +9.4% |
| 3M | +0.9% | -4.1% | +5.0% | +1.8% |
| 6M | +22.4% | -13.2% | +35.6% | +27.0% |
| YTD | +12.7% | +53.2% | -40.5% | -11.7% |
| 1Y | +19.6% | +40.8% | -21.3% | -2.8% |
| 3Y | +54.0% | +109.7% | -55.8% | -0.5% |
| 5Y | +41.0% | +64.5% | -23.5% | -6.7% |
| 10Y | +97.4% | +192.4% | -95.0% | -11.4% |
| All | +803.3% | +2,252.3% | -1,449.0% | +95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling