+803.6%
PRU vs RL
+1,983.1%
-1,179.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -7.3% | +4.1% | +0.5% |
| 7D | +4.8% | -4.7% | +9.5% | +7.4% |
| 30D | +7.9% | +3.6% | +4.3% | +5.8% |
| 3M | +3.1% | +0.5% | +2.5% | +2.3% |
| 6M | +25.2% | +6.6% | +18.6% | +18.5% |
| YTD | +12.7% | +8.8% | +3.9% | +4.6% |
| 1Y | +23.5% | +21.8% | +1.7% | +7.6% |
| 3Y | +50.6% | +245.8% | -195.2% | -30.3% |
| 5Y | +40.9% | +230.0% | -189.1% | -36.8% |
| 10Y | +125.5% | +369.4% | -244.0% | -27.1% |
| All | +803.6% | +1,983.1% | -1,179.4% | +17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling