+66.4%
DOCN vs PRU
+78.5%
-12.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.3% | -12.6% | -13.5% |
| 7D | -29.3% | +4.8% | -34.1% | -31.7% |
| 30D | -46.0% | +7.9% | -53.9% | -49.2% |
| 3M | -43.2% | +3.1% | -46.3% | -45.0% |
| 6M | -53.7% | +25.2% | -78.9% | -61.8% |
| YTD | +46.9% | +12.7% | +34.2% | +30.6% |
| 1Y | +54.3% | +23.5% | +30.9% | +27.5% |
| 3Y | +185.5% | +50.6% | +135.0% | +106.7% |
| 5Y | -31.1% | +40.9% | -72.0% | -47.3% |
| All | +66.4% | +78.5% | -12.2% | +19.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling