+122.8%
DAL vs PRU
+115.4%
+7.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +4.3% |
| 7D | +8.8% | +2.4% | +6.4% | +6.8% |
| 30D | +5.4% | +6.1% | -0.7% | +0.5% |
| 3M | -4.9% | -0.7% | -4.2% | -4.5% |
| 6M | +19.8% | +22.1% | -2.2% | +1.6% |
| YTD | +27.0% | +9.8% | +17.2% | +16.7% |
| 1Y | +52.5% | +19.4% | +33.1% | +31.2% |
| 3Y | +173.8% | +50.4% | +123.5% | +95.5% |
| 5Y | +104.5% | +37.2% | +67.4% | +56.9% |
| All | +122.8% | +115.4% | +7.5% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling