+145.5%
PRU vs RBA
+185.7%
-40.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +1.9% | -2.9% | +4.8% | +2.9% |
| 30D | +2.7% | -12.3% | +15.0% | +7.2% |
| 3M | +19.5% | -20.5% | +40.0% | +28.2% |
| 6M | +26.6% | -18.5% | +45.2% | +34.4% |
| YTD | +12.3% | -18.2% | +30.6% | +18.3% |
| 1Y | +18.0% | -27.5% | +45.6% | +29.7% |
| 3Y | +47.0% | +38.1% | +8.9% | +25.8% |
| 5Y | +48.4% | +44.8% | +3.6% | +20.1% |
| All | +145.5% | +185.7% | -40.3% | +32.0% |
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