+168.8%
PRU vs RNG
+327.7%
-159.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.5% |
| 7D | +1.9% | +5.8% | -3.9% | +1.1% |
| 30D | +2.7% | +19.6% | -16.9% | +0.4% |
| 3M | +19.5% | +67.0% | -47.6% | +11.2% |
| 6M | +26.6% | +88.4% | -61.7% | +15.1% |
| YTD | +12.3% | +155.5% | -143.1% | -2.9% |
| 1Y | +18.0% | +141.7% | -123.6% | +2.4% |
| 3Y | +47.0% | +131.1% | -84.1% | +24.8% |
| 5Y | +48.4% | -70.6% | +119.0% | +53.6% |
| 10Y | +142.4% | +228.2% | -85.8% | +48.3% |
| All | +168.8% | +327.7% | -159.0% | +53.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling