+32.3%
DLR vs PRU
+36.1%
-3.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.4% | +0.6% |
| 7D | -3.6% | +2.4% | -6.0% | -4.4% |
| 30D | -3.5% | +6.1% | -9.6% | -5.5% |
| 3M | -8.9% | -0.7% | -8.2% | -8.8% |
| 6M | -11.6% | +22.1% | -33.6% | -17.7% |
| YTD | +14.9% | +9.8% | +5.1% | +10.4% |
| 1Y | +6.4% | +19.4% | -12.9% | -0.9% |
| 3Y | +47.3% | +50.4% | -3.1% | +20.8% |
| All | +32.3% | +36.1% | -3.8% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling