+160.7%
DLR vs PRU
+145.9%
+14.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.6% | +1.9% | -0.3% | +1.1% |
| 30D | -3.4% | +2.7% | -6.1% | -4.0% |
| 3M | +0.5% | +19.5% | -19.0% | -4.0% |
| 6M | +4.6% | +26.6% | -22.1% | -1.7% |
| YTD | +23.4% | +12.3% | +11.1% | +19.3% |
| 1Y | +19.0% | +18.0% | +1.0% | +13.5% |
| 3Y | +56.5% | +47.0% | +9.5% | +39.6% |
| 5Y | +33.3% | +48.4% | -15.1% | +17.6% |
| All | +160.7% | +145.9% | +14.8% | +97.2% |
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