-71.7%
DOCU vs PRU
+42.5%
-114.2%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | -4.3% |
| 7D | -3.7% | +9.8% | -13.5% | -10.0% |
| 30D | +15.0% | +11.6% | +3.4% | +6.2% |
| 3M | +39.9% | +3.7% | +36.2% | +35.8% |
| 6M | +66.2% | +33.0% | +33.2% | +34.9% |
| YTD | +17.7% | +16.6% | +1.1% | +4.6% |
| 1Y | +13.7% | +26.9% | -13.3% | -5.3% |
| 3Y | +95.9% | +55.7% | +40.2% | +31.3% |
| 5Y | -71.7% | +44.5% | -116.2% | -80.0% |
| All | -71.7% | +42.5% | -114.2% | -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