+252.3%
DOCN vs PRU
+55.5%
+196.8%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +6.6% | -13.7% | -11.8% |
| 7D | -20.0% | +9.8% | -29.8% | -25.7% |
| 30D | -38.8% | +11.6% | -50.4% | -44.1% |
| 3M | -34.8% | +3.7% | -38.5% | -37.2% |
| 6M | -22.8% | +33.0% | -55.7% | -40.4% |
| YTD | +74.6% | +16.6% | +58.0% | +49.1% |
| 1Y | +116.4% | +26.9% | +89.5% | +69.8% |
| All | +252.3% | +55.5% | +196.8% | +162.4% |
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