+41.0%
PRU vs RPRX
+91.4%
-50.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.1% |
| 7D | 0.0% | +2.1% | -2.1% | -0.6% |
| 30D | +7.9% | +21.9% | -14.0% | +1.9% |
| 3M | +0.9% | +16.9% | -16.1% | -3.7% |
| 6M | +22.4% | +34.5% | -12.2% | +11.7% |
| YTD | +12.7% | +80.9% | -68.2% | -6.4% |
| 1Y | +19.6% | +77.6% | -58.0% | -0.1% |
| 3Y | +54.0% | +173.5% | -119.5% | +8.1% |
| 5Y | +41.0% | +84.9% | -43.9% | +21.2% |
| All | +41.0% | +91.4% | -50.4% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 5y: compounded portfolio wealth divided by compounded RPRX 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…
5y analysis · Full analysis span regression · 6 months rolling