+98.5%
DAL vs PRU
+47.2%
+51.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +2.6% |
| 7D | +0.1% | +1.9% | -1.7% | -1.5% |
| 30D | -13.9% | +2.7% | -16.6% | -15.9% |
| 3M | +1.1% | +19.5% | -18.4% | -13.5% |
| 6M | +26.2% | +26.6% | -0.4% | +2.3% |
| YTD | +16.4% | +12.3% | +4.1% | +4.3% |
| 1Y | +33.9% | +18.0% | +15.8% | +14.5% |
| All | +98.5% | +47.2% | +51.3% | +38.6% |
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