+45.3%
PRU vs RJF
+76.7%
-31.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -1.6% |
| 7D | +1.9% | +1.8% | +0.2% | +1.0% |
| 30D | -0.4% | 0.0% | -0.4% | -0.5% |
| 3M | +16.4% | +18.0% | -1.5% | +6.2% |
| 6M | +26.0% | +17.0% | +9.1% | +15.1% |
| YTD | +9.9% | +11.1% | -1.2% | +2.5% |
| 1Y | +18.8% | +8.0% | +10.8% | +12.2% |
| 3Y | +45.3% | +73.3% | -27.9% | +5.4% |
| All | +45.3% | +76.7% | -31.3% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling