+800.6%
PRU vs RJF
+2,284.7%
-1,484.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.1% | -0.7% | +0.1% |
| 7D | +3.2% | +3.4% | -0.2% | +0.8% |
| 30D | +7.9% | +5.9% | +2.0% | +3.4% |
| 3M | +1.8% | -4.6% | +6.4% | +5.3% |
| 6M | +24.1% | +9.5% | +14.6% | +15.2% |
| YTD | +12.4% | +6.0% | +6.4% | +5.5% |
| 1Y | +20.9% | +4.3% | +16.6% | +14.5% |
| 3Y | +55.5% | +76.6% | -21.1% | -3.5% |
| 5Y | +42.7% | +80.6% | -37.9% | -15.7% |
| 10Y | +106.1% | +346.5% | -240.3% | -38.2% |
| All | +800.6% | +2,284.7% | -1,484.1% | -22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling