-47.3%
DOCS vs PRU
+27.9%
-75.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +6.6% | -0.2% | +4.1% |
| 7D | +1.2% | +9.8% | -8.5% | -1.8% |
| 30D | +21.3% | +11.6% | +9.7% | +17.1% |
| 3M | +58.4% | +3.7% | +54.7% | +56.0% |
| 6M | +39.3% | +33.0% | +6.3% | +29.2% |
| YTD | -21.7% | +16.6% | -38.3% | -25.4% |
| 1Y | -47.3% | +26.9% | -74.3% | -54.9% |
| All | -47.3% | +27.9% | -75.2% | -54.9% |
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