+43.6%
PRU vs RACE
+69.7%
-26.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.2% |
| 7D | +3.8% | +0.2% | +3.5% | +3.8% |
| 30D | +9.0% | +6.6% | +2.4% | +7.3% |
| 3M | +2.1% | +2.2% | -0.1% | +1.5% |
| 6M | +25.4% | +22.4% | +3.0% | +18.2% |
| YTD | +13.5% | +13.8% | -0.3% | +8.7% |
| 1Y | +21.3% | +2.2% | +19.1% | +19.6% |
| 3Y | +55.1% | +25.6% | +29.5% | +35.2% |
| 5Y | +43.6% | +71.0% | -27.4% | +1.8% |
| All | +43.6% | +69.7% | -26.1% | +1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling