+134.6%
PRU vs RJF
+428.4%
-293.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -2.6% | -2.0% | -0.6% | -1.1% |
| 3M | +14.7% | +16.3% | -1.6% | +1.6% |
| 6M | +25.7% | +16.9% | +8.8% | +10.2% |
| YTD | +8.3% | +10.4% | -2.2% | -1.7% |
| 1Y | +17.3% | +7.4% | +9.9% | +8.3% |
| 3Y | +43.2% | +72.2% | -29.1% | -12.6% |
| 5Y | +43.5% | +105.1% | -61.6% | -27.6% |
| 10Y | +134.6% | +430.9% | -296.4% | -44.5% |
| All | +134.6% | +428.4% | -293.9% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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