-10.3%
DOCU vs PRU
+19.0%
-29.3%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.1% |
| 7D | +6.9% | +1.9% | +5.0% | +5.9% |
| 30D | +19.0% | +2.7% | +16.3% | +17.5% |
| 3M | +34.3% | +19.5% | +14.8% | +24.9% |
| 6M | +48.0% | +26.6% | +21.4% | +33.4% |
| YTD | 0.0% | +12.3% | -12.3% | -3.8% |
| 1Y | -10.3% | +18.0% | -28.3% | -19.4% |
| All | -10.3% | +19.0% | -29.3% | -19.4% |
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 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