+376.8%
DDOG vs PRU
+90.2%
+286.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.6% | +5.2% | +3.3% |
| 7D | -23.9% | +2.4% | -26.3% | -24.7% |
| 30D | -34.0% | +6.1% | -40.1% | -35.6% |
| 3M | -21.9% | -0.7% | -21.2% | -22.2% |
| 6M | +24.6% | +22.1% | +2.5% | +15.9% |
| YTD | +31.7% | +9.8% | +21.9% | +26.5% |
| 1Y | -6.2% | +19.4% | -25.5% | -12.2% |
| 3Y | +125.1% | +50.4% | +74.7% | +96.0% |
| 5Y | -3.5% | +37.2% | -40.6% | -13.8% |
| All | +376.8% | +90.2% | +286.6% | +285.4% |
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