+834.4%
PRU vs DOC
+416.2%
+418.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.1% | +3.5% | +4.6% |
| 7D | +9.8% | +8.7% | +1.0% | +4.1% |
| 30D | +11.6% | +7.6% | +4.0% | +6.4% |
| 3M | +3.7% | -5.3% | +8.9% | +6.9% |
| 6M | +33.0% | +27.6% | +5.4% | +10.9% |
| YTD | +16.6% | +32.4% | -15.8% | -6.0% |
| 1Y | +26.9% | +22.9% | +4.1% | +7.2% |
| 3Y | +55.7% | +43.1% | +12.6% | +14.3% |
| 5Y | +44.5% | -21.4% | +65.9% | +54.4% |
| 10Y | +133.1% | +16.8% | +116.3% | +71.5% |
| All | +834.4% | +416.2% | +418.2% | +195.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling