+76.3%
DLTR vs PRU
+99.2%
-23.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | +5.3% | +3.6% | +1.7% | +4.1% |
| 30D | +13.4% | +8.9% | +4.5% | +10.6% |
| 3M | +6.6% | +0.2% | +6.4% | +6.8% |
| 6M | +59.1% | +23.7% | +35.3% | +48.6% |
| YTD | +12.3% | +13.7% | -1.5% | +7.4% |
| 1Y | +33.9% | +20.6% | +13.2% | +25.8% |
| 3Y | +23.0% | +56.3% | -33.3% | +5.4% |
| 5Y | +22.1% | +42.3% | -20.2% | +6.3% |
| All | +76.3% | +99.2% | -23.0% | +38.6% |
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