+116.4%
DOCN vs PRU
+27.9%
+88.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.6% | -13.7% | -7.7% |
| 7D | -20.0% | +9.8% | -29.8% | -21.0% |
| 30D | -38.8% | +11.6% | -50.4% | -39.8% |
| 3M | -34.8% | +3.7% | -38.5% | -34.5% |
| 6M | -22.8% | +33.0% | -55.7% | -31.6% |
| YTD | +74.6% | +16.6% | +58.0% | +59.3% |
| 1Y | +116.4% | +26.9% | +89.5% | +92.7% |
| All | +116.4% | +27.9% | +88.6% | +92.7% |
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