+803.6%
PRU vs RBA
+3,403.7%
-2,600.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.2% |
| 7D | +4.8% | +7.3% | -2.6% | +1.7% |
| 30D | +7.9% | +16.9% | -9.1% | +0.8% |
| 3M | +3.1% | -0.5% | +3.6% | +2.7% |
| 6M | +25.2% | -10.4% | +35.6% | +29.2% |
| YTD | +12.7% | -7.2% | +20.0% | +13.6% |
| 1Y | +23.5% | -2.2% | +25.7% | +21.5% |
| 3Y | +50.6% | +43.7% | +6.9% | +22.6% |
| 5Y | +40.9% | +38.7% | +2.2% | +11.9% |
| 10Y | +125.5% | +231.7% | -106.3% | +10.8% |
| All | +803.6% | +3,403.7% | -2,600.1% | +136.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling