+3,472.7%
DLR vs PRU
+459.5%
+3,013.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +0.3% | +3.8% | -3.4% | -0.8% |
| 30D | +1.2% | +9.0% | -7.8% | -1.7% |
| 3M | -4.8% | +2.1% | -6.9% | -5.6% |
| 6M | -6.1% | +25.4% | -31.5% | -13.0% |
| YTD | +19.3% | +13.5% | +5.8% | +13.7% |
| 1Y | +10.0% | +21.3% | -11.4% | +2.5% |
| 3Y | +53.8% | +55.1% | -1.3% | +30.3% |
| 5Y | +39.1% | +43.6% | -4.4% | +19.4% |
| 10Y | +188.1% | +99.2% | +88.9% | +99.7% |
| All | +3,472.7% | +459.5% | +3,013.2% | +1,393.7% |
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