+41.0%
PRU vs RBA
+46.2%
-5.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | +7.9% | +6.8% | +1.1% | +6.0% |
| 3M | +0.9% | +9.5% | -8.6% | -1.7% |
| 6M | +22.4% | -8.2% | +30.6% | +24.1% |
| YTD | +12.7% | -7.7% | +20.4% | +13.4% |
| 1Y | +19.6% | -6.9% | +26.5% | +20.0% |
| 3Y | +54.0% | +61.6% | -7.7% | +33.5% |
| 5Y | +41.0% | +44.7% | -3.7% | +28.9% |
| All | +41.0% | +46.2% | -5.2% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling