+3,340.7%
DLR vs PRU
+441.1%
+2,899.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.4% |
| 3M | -8.9% | -0.7% | -8.2% | -8.9% |
| 6M | -11.6% | +22.1% | -33.6% | -17.3% |
| YTD | +14.9% | +9.8% | +5.1% | +10.7% |
| 1Y | +6.4% | +19.4% | -12.9% | -0.3% |
| 3Y | +47.3% | +50.4% | -3.1% | +26.0% |
| 5Y | +32.8% | +37.2% | -4.4% | +15.7% |
| 10Y | +169.6% | +119.5% | +50.0% | +80.1% |
| All | +3,340.7% | +441.1% | +2,899.7% | +1,354.1% |
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 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