+45.0%
DLTR vs PRU
+135.5%
-90.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.1% |
| 7D | -10.2% | -1.9% | -8.4% | -9.7% |
| 30D | -8.5% | -2.6% | -5.9% | -7.7% |
| 3M | +5.6% | +14.7% | -9.1% | +1.0% |
| 6M | +2.2% | +25.7% | -23.5% | -5.2% |
| YTD | -3.8% | +8.3% | -12.0% | -6.6% |
| 1Y | +22.9% | +17.3% | +5.6% | +16.4% |
| 3Y | +2.0% | +43.2% | -41.1% | -10.2% |
| 5Y | +29.8% | +43.5% | -13.7% | +12.8% |
| 10Y | +45.0% | +134.6% | -89.5% | +6.2% |
| All | +45.0% | +135.5% | -90.5% | +6.2% |
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