+19.8%
DDOG vs PRU
+27.9%
-8.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | +6.6% | -21.0% | -14.2% |
| 7D | -32.2% | +9.8% | -42.0% | -32.4% |
| 30D | -31.7% | +11.6% | -43.3% | -32.3% |
| 3M | -34.5% | +3.7% | -38.2% | -33.5% |
| 6M | +28.7% | +33.0% | -4.3% | +17.0% |
| YTD | +38.8% | +16.6% | +22.2% | +32.1% |
| 1Y | +19.8% | +26.9% | -7.1% | +8.1% |
| All | +19.8% | +27.9% | -8.1% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling