+97.7%
PRU vs RGEN
+415.2%
-317.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +3.6% | -3.3% | +6.9% | +4.1% |
| 30D | +8.9% | -5.8% | +14.7% | +9.7% |
| 3M | +0.2% | +0.2% | 0.0% | -0.3% |
| 6M | +23.7% | +56.8% | -33.0% | +14.1% |
| YTD | +13.7% | +2.4% | +11.3% | +11.7% |
| 1Y | +20.6% | +11.4% | +9.2% | +16.8% |
| 3Y | +56.3% | +15.2% | +41.2% | +45.5% |
| 5Y | +42.3% | -35.1% | +77.4% | +38.8% |
| All | +97.7% | +415.2% | -317.4% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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