+152.9%
PRU vs RACE
+670.3%
-517.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.3% |
| 7D | +4.8% | +5.7% | -0.9% | +2.5% |
| 30D | +7.9% | +9.3% | -1.4% | +4.1% |
| 3M | +3.1% | +3.8% | -0.7% | +1.4% |
| 6M | +25.2% | +29.8% | -4.6% | +11.3% |
| YTD | +12.7% | +15.6% | -2.9% | +4.4% |
| 1Y | +23.5% | +5.1% | +18.4% | +18.9% |
| 3Y | +50.6% | +30.8% | +19.8% | +23.1% |
| 5Y | +40.9% | +67.4% | -26.5% | -1.2% |
| 10Y | +125.5% | +793.6% | -668.2% | -25.2% |
| All | +152.9% | +670.3% | -517.4% | -22.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling