+23.5%
PRU vs DOC
+21.7%
+1.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.0% | -3.2% |
| 7D | +4.8% | +6.2% | -1.4% | +3.8% |
| 30D | +7.9% | +6.5% | +1.4% | +6.7% |
| 3M | +3.1% | -6.2% | +9.3% | +3.7% |
| 6M | +25.2% | +25.6% | -0.4% | +22.7% |
| YTD | +12.7% | +32.1% | -19.3% | +9.5% |
| 1Y | +23.5% | +20.3% | +3.2% | +20.6% |
| All | +23.5% | +21.7% | +1.8% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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