+21.4%
PRU vs RBA
-4.5%
+25.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | -0.1% |
| 7D | -2.8% | +0.6% | -3.4% | -3.0% |
| 30D | +8.5% | +9.0% | -0.5% | +6.6% |
| 3M | +1.7% | +7.2% | -5.4% | +0.1% |
| 6M | +24.8% | -7.8% | +32.5% | +25.5% |
| YTD | +13.3% | -6.4% | +19.6% | +8.2% |
| 1Y | +21.4% | -4.2% | +25.6% | +14.1% |
| All | +21.4% | -4.5% | +25.9% | +14.1% |
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