+800.4%
PRU vs RL
+1,810.8%
-1,010.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.0% |
| 7D | +1.9% | -0.8% | +2.7% | +2.2% |
| 30D | +2.7% | -7.8% | +10.5% | +6.9% |
| 3M | +19.5% | -4.0% | +23.5% | +20.9% |
| 6M | +26.6% | -1.9% | +28.5% | +24.7% |
| YTD | +12.3% | -0.2% | +12.5% | +9.3% |
| 1Y | +18.0% | +10.7% | +7.4% | +8.1% |
| 3Y | +47.0% | +210.8% | -163.7% | -28.0% |
| 5Y | +48.4% | +238.2% | -189.8% | -35.1% |
| 10Y | +142.4% | +313.4% | -170.9% | -16.0% |
| All | +800.4% | +1,810.8% | -1,010.4% | +22.2% |
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