+139.6%
PRU vs RRC
+7.9%
+131.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.9% | -1.2% | +3.1% | +2.2% |
| 30D | -0.4% | +9.4% | -9.9% | -2.2% |
| 3M | +16.4% | +7.4% | +9.0% | +14.6% |
| 6M | +26.0% | +1.5% | +24.6% | +24.9% |
| YTD | +9.9% | +19.4% | -9.5% | +5.1% |
| 1Y | +18.8% | +24.2% | -5.5% | +12.2% |
| 3Y | +45.4% | +32.8% | +12.6% | +33.1% |
| 5Y | +45.6% | +152.9% | -107.3% | +11.4% |
| 10Y | +139.6% | +3.9% | +135.8% | +57.5% |
| All | +139.6% | +7.9% | +131.7% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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