+95.3%
DOCU vs PRU
+68.9%
+26.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.8% |
| 7D | -5.5% | +2.4% | -7.9% | -6.4% |
| 30D | +12.6% | +6.1% | +6.5% | +10.4% |
| 3M | +36.4% | -0.7% | +37.1% | +36.5% |
| 6M | +66.8% | +22.1% | +44.7% | +56.0% |
| YTD | +13.5% | +9.8% | +3.7% | +9.7% |
| 1Y | +11.3% | +19.4% | -8.0% | +4.8% |
| 3Y | +92.1% | +50.4% | +41.7% | +68.7% |
| 5Y | -71.0% | +37.2% | -108.1% | -73.8% |
| All | +95.3% | +68.9% | +26.4% | +65.6% |
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