+106.1%
PRU vs RBA
+236.6%
-130.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.5% |
| 7D | +3.2% | +2.5% | +0.7% | +2.3% |
| 30D | +7.9% | +11.6% | -3.6% | +3.8% |
| 3M | +1.8% | +1.5% | +0.3% | +0.9% |
| 6M | +24.1% | -6.6% | +30.8% | +25.7% |
| YTD | +12.4% | -6.3% | +18.6% | +12.7% |
| 1Y | +20.9% | -4.0% | +24.9% | +20.2% |
| 3Y | +55.5% | +47.3% | +8.2% | +30.3% |
| 5Y | +42.7% | +47.7% | -5.0% | +16.3% |
| 10Y | +106.1% | +224.7% | -118.6% | +6.5% |
| All | +106.1% | +236.6% | -130.4% | +6.5% |
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