+55.0%
DDOG vs PRU
+48.6%
+6.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.3% |
| 7D | -10.1% | +1.9% | -12.0% | -11.1% |
| 30D | -24.8% | +2.7% | -27.5% | -26.0% |
| 3M | -12.6% | +19.5% | -32.1% | -21.0% |
| 6M | +79.9% | +26.6% | +53.3% | +56.4% |
| YTD | +56.6% | +12.3% | +44.2% | +45.7% |
| 1Y | +61.6% | +18.0% | +43.5% | +45.7% |
| 3Y | +117.9% | +47.0% | +70.9% | +66.9% |
| All | +55.0% | +48.6% | +6.5% | +23.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling