-73.2%
DOCS vs PRU
+48.6%
-121.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.2% |
| 7D | -1.4% | +1.9% | -3.3% | -2.4% |
| 30D | +21.8% | +2.7% | +19.1% | +19.9% |
| 3M | +27.3% | +19.5% | +7.8% | +15.1% |
| 6M | -0.3% | +26.6% | -27.0% | -13.3% |
| YTD | -40.5% | +12.3% | -52.8% | -44.8% |
| 1Y | -61.5% | +18.0% | -79.6% | -65.5% |
| 3Y | +8.2% | +47.0% | -38.8% | -18.2% |
| All | -73.2% | +48.6% | -121.7% | -80.0% |
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