+76.7%
DDOG vs PRU
+56.8%
+19.9%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | +2.9% | +3.6% | -0.8% | +1.7% |
| 30D | -31.6% | +8.9% | -40.5% | -34.2% |
| 3M | -27.0% | +0.2% | -27.2% | -27.2% |
| 6M | -10.3% | +23.7% | -34.0% | -19.2% |
| YTD | +35.4% | +13.7% | +21.7% | +26.6% |
| 1Y | -1.0% | +20.6% | -21.6% | -10.1% |
| 3Y | +76.7% | +56.3% | +20.3% | +37.3% |
| All | +76.7% | +56.8% | +19.9% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling