+800.4%
PRU vs DOC
+423.0%
+377.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | +0.2% |
| 7D | +1.9% | -1.5% | +3.3% | +2.9% |
| 30D | +2.7% | -4.8% | +7.5% | +5.8% |
| 3M | +19.5% | +6.9% | +12.6% | +13.9% |
| 6M | +26.6% | +20.7% | +5.9% | +9.4% |
| YTD | +12.3% | +34.1% | -21.8% | -10.0% |
| 1Y | +18.0% | +22.6% | -4.6% | -0.4% |
| 3Y | +47.0% | +20.8% | +26.2% | +20.4% |
| 5Y | +48.4% | -24.9% | +73.3% | +63.6% |
| 10Y | +142.4% | -1.8% | +144.3% | +100.9% |
| All | +800.4% | +423.0% | +377.4% | +183.2% |
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