+800.4%
PRU vs DVA
+2,386.4%
-1,586.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.5% |
| 7D | +1.9% | +1.8% | 0.0% | +1.1% |
| 30D | +2.7% | -2.5% | +5.2% | +3.6% |
| 3M | +19.5% | -4.3% | +23.7% | +20.3% |
| 6M | +26.6% | +18.9% | +7.8% | +14.4% |
| YTD | +12.3% | +61.9% | -49.6% | -13.3% |
| 1Y | +18.0% | +35.7% | -17.7% | -1.9% |
| 3Y | +47.0% | +78.6% | -31.6% | +1.7% |
| 5Y | +48.4% | +39.2% | +9.2% | +8.3% |
| 10Y | +142.4% | +184.0% | -41.6% | +12.0% |
| All | +800.4% | +2,386.4% | -1,586.0% | +92.4% |
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