+18.0%
PRU vs RBA
-26.5%
+44.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | +1.9% | -2.9% | +4.8% | +2.4% |
| 30D | +2.7% | -12.3% | +15.0% | +5.2% |
| 3M | +19.5% | -20.5% | +40.0% | +24.2% |
| 6M | +26.6% | -18.5% | +45.2% | +30.6% |
| YTD | +12.3% | -18.2% | +30.6% | +13.2% |
| 1Y | +18.0% | -27.5% | +45.6% | +20.2% |
| All | +18.0% | -26.5% | +44.6% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 1y: compounded portfolio wealth divided by compounded RBA 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…
1y analysis · Full analysis span regression · 6 months rolling