+11.3%
DOCU vs PRU
+19.8%
-8.5%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.5% |
| 7D | -5.5% | +2.4% | -7.9% | -6.7% |
| 30D | +12.6% | +6.1% | +6.5% | +9.3% |
| 3M | +36.4% | -0.7% | +37.1% | +36.5% |
| 6M | +66.8% | +22.1% | +44.7% | +52.9% |
| YTD | +13.5% | +9.8% | +3.7% | +11.5% |
| 1Y | +11.3% | +19.4% | -8.0% | +2.4% |
| All | +11.3% | +19.8% | -8.5% | +2.4% |
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