+25.2%
PRU vs RBA
-11.8%
+37.0%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +4.8% | +7.3% | -2.6% | +3.6% |
| 30D | +7.9% | +16.9% | -9.1% | +5.2% |
| 3M | +3.1% | -0.5% | +3.6% | +2.8% |
| 6M | +25.2% | -10.4% | +35.6% | +25.8% |
| All | +25.2% | -11.8% | +37.0% | +25.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling