+800.6%
PRU vs RGEN
+6,678.0%
-5,877.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.8% | +1.9% |
| 7D | +3.2% | +3.5% | -0.3% | +2.6% |
| 30D | +7.9% | +2.9% | +5.0% | +7.3% |
| 3M | +1.8% | +9.2% | -7.4% | 0.0% |
| 6M | +24.1% | +44.9% | -20.8% | +16.1% |
| YTD | +12.4% | +9.2% | +3.2% | +9.3% |
| 1Y | +20.9% | +25.3% | -4.4% | +15.0% |
| 3Y | +55.5% | +21.7% | +33.7% | +44.0% |
| 5Y | +42.7% | -34.5% | +77.2% | +39.4% |
| 10Y | +106.1% | +478.9% | -372.8% | +36.8% |
| All | +800.6% | +6,678.0% | -5,877.4% | +248.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling