+22.1%
PRU vs RGEN
+34.2%
-12.1%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.0% | -5.6% | -2.6% |
| 7D | +2.4% | -1.9% | +4.3% | +2.4% |
| 30D | +6.1% | +3.7% | +2.4% | +6.4% |
| 3M | -0.7% | +8.8% | -9.5% | +0.1% |
| 6M | +22.1% | +38.0% | -15.9% | +25.1% |
| All | +22.1% | +34.2% | -12.1% | +25.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling