+467.1%
DDOG vs PRU
+94.7%
+372.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -10.1% | +1.9% | -12.0% | -10.7% |
| 30D | -24.8% | +2.7% | -27.5% | -25.5% |
| 3M | -12.6% | +19.5% | -32.1% | -17.5% |
| 6M | +79.9% | +26.6% | +53.3% | +66.3% |
| YTD | +56.6% | +12.3% | +44.2% | +50.4% |
| 1Y | +61.6% | +18.0% | +43.5% | +52.6% |
| 3Y | +117.9% | +47.0% | +70.9% | +92.1% |
| 5Y | +54.2% | +48.4% | +5.8% | +36.2% |
| All | +467.1% | +94.7% | +372.4% | +358.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling