+375.1%
DDOG vs PRU
+96.7%
+278.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | -19.1% | +3.8% | -22.9% | -20.3% |
| 30D | -39.2% | +9.0% | -48.2% | -41.1% |
| 3M | -31.6% | +2.1% | -33.7% | -32.4% |
| 6M | -10.9% | +25.4% | -36.3% | -17.7% |
| YTD | +31.2% | +13.5% | +17.7% | +24.8% |
| 1Y | -10.7% | +21.3% | -32.0% | -16.8% |
| 3Y | +72.1% | +55.1% | +17.0% | +48.6% |
| 5Y | -5.5% | +43.6% | -49.1% | -16.6% |
| All | +375.1% | +96.7% | +278.4% | +280.3% |
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