-70.5%
DOCU vs PRU
+38.4%
-108.9%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | +0.3% |
| 7D | -3.2% | +4.8% | -8.0% | -6.6% |
| 30D | +15.7% | +7.9% | +7.8% | +9.4% |
| 3M | +37.3% | +3.1% | +34.2% | +33.8% |
| 6M | +63.1% | +25.2% | +37.9% | +38.2% |
| YTD | +15.4% | +12.7% | +2.6% | +4.9% |
| 1Y | +11.3% | +23.5% | -12.2% | -5.5% |
| 3Y | +92.1% | +50.6% | +41.5% | +31.8% |
| 5Y | -70.5% | +40.9% | -111.4% | -78.4% |
| All | -70.5% | +38.4% | -108.9% | -78.4% |
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 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