-3.6%
DDOG vs PRU
+42.1%
-45.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.6% |
| 7D | +2.9% | +3.6% | -0.8% | +1.0% |
| 30D | -31.6% | +8.9% | -40.5% | -35.3% |
| 3M | -27.0% | +0.2% | -27.2% | -27.8% |
| 6M | -10.3% | +23.7% | -34.0% | -22.0% |
| YTD | +35.4% | +13.7% | +21.7% | +23.4% |
| 1Y | -1.0% | +20.6% | -21.6% | -13.1% |
| 3Y | +76.7% | +56.3% | +20.3% | +25.8% |
| All | -3.6% | +42.1% | -45.7% | -25.8% |
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