-37.4%
DOCS vs PRU
+56.0%
-93.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -2.4% |
| 7D | -1.3% | +4.8% | -6.1% | -3.8% |
| 30D | +19.4% | +7.9% | +11.5% | +14.5% |
| 3M | +53.4% | +3.1% | +50.3% | +50.6% |
| 6M | +28.8% | +25.2% | +3.5% | +12.8% |
| YTD | -25.1% | +12.7% | -37.8% | -30.7% |
| 1Y | -48.1% | +23.5% | -71.6% | -54.7% |
| 3Y | +51.4% | +50.6% | +0.8% | +12.8% |
| 5Y | -51.1% | +40.9% | -92.0% | -61.8% |
| All | -37.4% | +56.0% | -93.4% | -52.4% |
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 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