+391.0%
DDOG vs PRU
+96.3%
+294.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | -2.3% | -2.8% | +0.5% | -1.5% |
| 30D | -35.8% | +8.5% | -44.3% | -37.7% |
| 3M | -25.3% | +1.7% | -27.0% | -26.1% |
| 6M | -8.9% | +24.8% | -33.6% | -15.7% |
| YTD | +35.6% | +13.3% | +22.3% | +29.1% |
| 1Y | -6.8% | +21.4% | -28.2% | -13.2% |
| 3Y | +77.9% | +54.8% | +23.1% | +53.7% |
| 5Y | -3.1% | +42.4% | -45.5% | -14.4% |
| All | +391.0% | +96.3% | +294.7% | +293.3% |
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