+95.9%
PRU vs RJF
+323.5%
-227.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | 0.0% | +1.5% | -1.5% | -1.2% |
| 30D | +7.9% | +6.7% | +1.2% | +2.7% |
| 3M | +0.9% | -7.3% | +8.2% | +6.8% |
| 6M | +22.4% | +9.8% | +12.6% | +13.0% |
| YTD | +12.7% | +5.6% | +7.0% | +5.7% |
| 1Y | +19.6% | +2.3% | +17.3% | +14.8% |
| 3Y | +54.0% | +73.6% | -19.6% | -6.7% |
| 5Y | +41.0% | +79.9% | -38.9% | -20.8% |
| All | +95.9% | +323.5% | -227.6% | -45.1% |
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