+378.3%
DDOG vs PRU
+94.7%
+283.6%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.0% | -0.4% |
| 7D | -16.9% | +3.2% | -20.1% | -17.9% |
| 30D | -38.8% | +7.9% | -46.7% | -40.5% |
| 3M | -23.2% | +1.8% | -25.0% | -24.1% |
| 6M | -10.3% | +24.1% | -34.4% | -16.9% |
| YTD | +32.1% | +12.4% | +19.7% | +26.1% |
| 1Y | -6.1% | +20.9% | -27.0% | -12.4% |
| 3Y | +79.2% | +55.5% | +23.7% | +54.7% |
| 5Y | -8.6% | +42.7% | -51.3% | -19.1% |
| All | +378.3% | +94.7% | +283.6% | +284.0% |
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