+168.1%
DAL vs PRU
+50.4%
+117.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.1% | -1.6% |
| 7D | +4.6% | +4.8% | -0.2% | +0.7% |
| 30D | +2.3% | +7.9% | -5.5% | -3.9% |
| 3M | -8.1% | +3.1% | -11.2% | -10.5% |
| 6M | +21.4% | +25.2% | -3.8% | -0.4% |
| YTD | +24.3% | +12.7% | +11.6% | +11.1% |
| 1Y | +47.4% | +23.5% | +23.9% | +21.4% |
| All | +168.1% | +50.4% | +117.7% | +95.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling