+60.1%
DOCN vs PRU
+48.6%
+11.5%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.8% | +3.6% |
| 7D | +1.1% | +1.9% | -0.7% | -0.5% |
| 30D | -9.6% | +2.7% | -12.4% | -11.7% |
| 3M | -37.7% | +19.5% | -57.2% | -46.9% |
| 6M | +115.2% | +26.6% | +88.6% | +74.1% |
| YTD | +133.7% | +12.3% | +121.4% | +108.0% |
| 1Y | +250.2% | +18.0% | +232.1% | +196.4% |
| 3Y | +320.3% | +47.0% | +273.3% | +198.7% |
| All | +60.1% | +48.6% | +11.5% | +13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling