+381.8%
DAL vs PRU
+153.8%
+228.0%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.1% | -2.6% |
| 7D | +4.6% | +4.8% | -0.2% | +2.1% |
| 30D | +2.3% | +7.9% | -5.5% | -1.5% |
| 3M | -8.1% | +3.1% | -11.2% | -9.5% |
| 6M | +21.4% | +25.2% | -3.8% | +7.8% |
| YTD | +24.3% | +12.7% | +11.6% | +16.4% |
| 1Y | +47.4% | +23.5% | +23.9% | +31.8% |
| 3Y | +164.6% | +50.6% | +114.0% | +115.2% |
| 5Y | +100.2% | +40.9% | +59.4% | +70.2% |
| 10Y | +124.9% | +125.5% | -0.6% | +51.3% |
| All | +381.8% | +153.8% | +228.0% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling