+171.0%
PRU vs RNG
+338.4%
-167.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.5% |
| 7D | -2.8% | -3.5% | +0.7% | -2.4% |
| 30D | +8.5% | -3.8% | +12.3% | +8.8% |
| 3M | +1.7% | +18.6% | -16.8% | -0.8% |
| 6M | +24.8% | +69.2% | -44.4% | +15.2% |
| YTD | +13.3% | +161.9% | -148.6% | -2.7% |
| 1Y | +21.4% | +176.2% | -154.8% | +3.4% |
| 3Y | +54.8% | +174.5% | -119.7% | +28.4% |
| 5Y | +42.4% | -71.9% | +114.3% | +48.5% |
| 10Y | +98.4% | +235.4% | -136.9% | +21.0% |
| All | +171.0% | +338.4% | -167.4% | +54.3% |
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