+800.4%
PRU vs RJF
+2,425.1%
-1,624.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.6% | +0.2% |
| 7D | +1.9% | -0.6% | +2.5% | +2.3% |
| 30D | +2.7% | -1.3% | +4.0% | +3.6% |
| 3M | +19.5% | +18.9% | +0.6% | +4.6% |
| 6M | +26.6% | +15.0% | +11.6% | +12.9% |
| YTD | +12.3% | +12.2% | +0.1% | +1.2% |
| 1Y | +18.0% | +5.6% | +12.4% | +10.7% |
| 3Y | +47.0% | +74.9% | -27.8% | -8.2% |
| 5Y | +48.4% | +106.6% | -58.2% | -20.7% |
| 10Y | +142.4% | +433.1% | -290.6% | -36.3% |
| All | +800.4% | +2,425.1% | -1,624.7% | -25.8% |
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