+30.9%
DOCU vs PRU
+47.2%
-16.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.0% | +4.7% | +4.2% |
| 7D | +6.9% | +1.9% | +5.0% | +5.7% |
| 30D | +19.0% | +2.7% | +16.3% | +17.2% |
| 3M | +34.3% | +19.5% | +14.8% | +22.0% |
| 6M | +48.0% | +26.6% | +21.4% | +29.5% |
| YTD | 0.0% | +12.3% | -12.3% | -6.3% |
| 1Y | -10.3% | +18.0% | -28.3% | -18.5% |
| All | +30.9% | +47.2% | -16.3% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling