+112.0%
PRU vs RACE
+740.1%
-628.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.5% | -1.1% | -2.0% |
| 7D | +2.4% | +5.1% | -2.7% | +0.4% |
| 30D | +6.1% | +7.7% | -1.6% | +3.0% |
| 3M | -0.7% | +2.2% | -2.9% | -1.7% |
| 6M | +22.1% | +23.8% | -1.7% | +10.7% |
| YTD | +9.8% | +13.9% | -4.1% | +2.3% |
| 1Y | +19.4% | +3.8% | +15.6% | +15.6% |
| 3Y | +50.4% | +28.0% | +22.3% | +23.1% |
| 5Y | +37.2% | +64.9% | -27.8% | -4.7% |
| All | +112.0% | +740.1% | -628.0% | -13.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 10y: compounded portfolio wealth divided by compounded RACE 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…
10y analysis · Full analysis span regression · 6 months rolling