+102.6%
DOCU vs PRU
+79.4%
+23.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +6.6% | -6.4% | -2.0% |
| 7D | -3.7% | +9.8% | -13.5% | -6.7% |
| 30D | +15.0% | +11.6% | +3.4% | +10.8% |
| 3M | +39.9% | +3.7% | +36.2% | +38.0% |
| 6M | +66.2% | +33.0% | +33.2% | +51.2% |
| YTD | +17.7% | +16.6% | +1.1% | +11.6% |
| 1Y | +13.7% | +26.9% | -13.3% | +4.9% |
| 3Y | +95.9% | +55.7% | +40.2% | +69.9% |
| 5Y | -71.7% | +44.5% | -116.2% | -74.9% |
| All | +102.6% | +79.4% | +23.2% | +68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling