+21.4%
PRU vs RL
+12.7%
+8.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -1.4% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +2.7% | -7.8% | +10.5% | +4.4% |
| 3M | +19.5% | -4.0% | +23.5% | +19.8% |
| 6M | +26.6% | -1.9% | +28.5% | +25.9% |
| YTD | +12.3% | -0.2% | +12.5% | +11.1% |
| All | +21.4% | +12.7% | +8.7% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling