+112.0%
PRU vs RBA
+224.6%
-112.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.2% |
| 7D | +2.4% | +4.3% | -1.9% | +1.0% |
| 30D | +6.1% | +16.3% | -10.2% | +0.6% |
| 3M | -0.7% | +1.3% | -2.0% | -1.5% |
| 6M | +22.1% | -11.1% | +33.1% | +25.7% |
| YTD | +9.8% | -8.5% | +18.2% | +11.0% |
| 1Y | +19.4% | -2.1% | +21.5% | +17.7% |
| 3Y | +50.4% | +44.6% | +5.8% | +26.7% |
| 5Y | +37.2% | +36.8% | +0.3% | +15.1% |
| All | +112.0% | +224.6% | -112.5% | +8.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling