+171.6%
PRU vs RNG
+328.0%
-156.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.9% |
| 7D | +3.8% | -6.0% | +9.8% | +4.6% |
| 30D | +9.0% | -7.4% | +16.4% | +9.9% |
| 3M | +2.1% | +14.6% | -12.4% | 0.0% |
| 6M | +25.4% | +61.5% | -36.1% | +16.5% |
| YTD | +13.5% | +155.7% | -142.2% | -2.2% |
| 1Y | +21.3% | +172.5% | -151.1% | +3.6% |
| 3Y | +55.1% | +168.0% | -112.9% | +29.1% |
| 5Y | +43.6% | -73.8% | +117.3% | +51.0% |
| 10Y | +99.2% | +240.3% | -141.0% | +21.0% |
| All | +171.6% | +328.0% | -156.5% | +55.1% |
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 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