+37.0%
PRU vs RGEN
-35.1%
+72.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -3.0% |
| 7D | +2.4% | -1.9% | +4.3% | +2.6% |
| 30D | +6.1% | +3.7% | +2.4% | +5.5% |
| 3M | -0.7% | +8.8% | -9.5% | -2.3% |
| 6M | +22.1% | +38.0% | -15.9% | +15.4% |
| YTD | +9.8% | +5.9% | +3.9% | +7.5% |
| 1Y | +19.4% | +19.7% | -0.3% | +14.7% |
| 3Y | +50.4% | +20.5% | +29.8% | +39.9% |
| All | +37.0% | -35.1% | +72.1% | +17.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling