+106.1%
PRU vs RL
+397.7%
-291.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +5.8% | -3.5% | -0.2% |
| 7D | +3.2% | +0.2% | +2.9% | +3.0% |
| 30D | +7.9% | +7.3% | +0.6% | +4.6% |
| 3M | +1.8% | +1.0% | +0.8% | +1.0% |
| 6M | +24.1% | +11.8% | +12.4% | +16.4% |
| YTD | +12.4% | +13.6% | -1.2% | +3.7% |
| 1Y | +20.9% | +24.0% | -3.1% | +7.0% |
| 3Y | +55.5% | +256.6% | -201.1% | -20.8% |
| 5Y | +42.7% | +240.2% | -197.6% | -28.9% |
| 10Y | +106.1% | +373.0% | -266.8% | -18.6% |
| All | +106.1% | +397.7% | -291.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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