+52.5%
DAL vs PRU
+19.8%
+32.7%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +4.0% |
| 7D | +8.8% | +2.4% | +6.4% | +7.1% |
| 30D | +5.4% | +6.1% | -0.7% | +1.3% |
| 3M | -4.9% | -0.7% | -4.2% | -4.5% |
| 6M | +19.8% | +22.1% | -2.2% | +3.5% |
| YTD | +27.0% | +9.8% | +17.2% | +15.9% |
| 1Y | +52.5% | +19.4% | +33.1% | +23.5% |
| All | +52.5% | +19.8% | +32.7% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling