+18.8%
PRU vs RGEN
+37.7%
-19.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.7% | -2.2% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | -0.4% | +2.8% | -3.3% | -0.7% |
| 3M | +16.4% | +34.5% | -18.0% | +13.3% |
| 6M | +26.0% | +40.5% | -14.4% | +21.5% |
| YTD | +9.9% | +2.8% | +7.1% | +8.4% |
| 1Y | +18.8% | +39.6% | -20.9% | +18.0% |
| All | +18.8% | +37.7% | -19.0% | +18.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling