+196.4%
DOCN vs PRU
+50.4%
+146.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -49.3% |
| 3M | -43.2% | +3.1% | -46.3% | -45.0% |
| 6M | -53.7% | +25.2% | -78.9% | -62.6% |
| YTD | +46.9% | +12.7% | +34.2% | +29.1% |
| 1Y | +54.3% | +23.5% | +30.9% | +24.0% |
| All | +196.4% | +50.4% | +146.1% | +127.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling