+97.7%
PRU vs RNG
+234.5%
-136.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +3.6% | +4.6% | -1.0% | +3.1% |
| 30D | +8.9% | +0.4% | +8.4% | +8.6% |
| 3M | +0.2% | +11.4% | -11.2% | -1.4% |
| 6M | +23.7% | +95.7% | -71.9% | +13.3% |
| YTD | +13.7% | +162.9% | -149.1% | -0.9% |
| 1Y | +20.6% | +180.3% | -159.6% | +4.2% |
| 3Y | +56.3% | +188.3% | -132.0% | +31.4% |
| 5Y | +42.3% | -72.5% | +114.9% | +44.2% |
| All | +97.7% | +234.5% | -136.7% | +29.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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