+48.5%
PRU vs DOC
-24.5%
+73.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | +1.9% | -1.5% | +3.3% | +2.4% |
| 30D | +2.7% | -4.8% | +7.5% | +4.5% |
| 3M | +19.5% | +6.9% | +12.6% | +16.2% |
| 6M | +26.6% | +20.7% | +5.9% | +16.8% |
| YTD | +12.3% | +34.1% | -21.8% | -1.4% |
| 1Y | +18.0% | +22.6% | -4.6% | +7.3% |
| 3Y | +47.0% | +20.8% | +26.2% | +33.5% |
| All | +48.5% | -24.5% | +73.0% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling