-3.4%
DDOG vs PRU
+21.1%
-24.5%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.3% |
| 7D | -2.3% | -2.8% | +0.5% | -2.3% |
| 30D | -35.8% | +8.5% | -44.3% | -36.2% |
| 3M | -25.3% | +1.7% | -27.0% | -24.3% |
| 6M | -8.9% | +24.8% | -33.6% | -14.5% |
| YTD | +35.6% | +13.3% | +22.3% | +28.2% |
| All | -3.4% | +21.1% | -24.5% | -9.5% |
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