+50.4%
PRU vs RRC
+36.3%
+14.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.9% | +0.3% | -2.2% |
| 7D | +2.4% | -10.8% | +13.2% | +4.0% |
| 30D | +6.1% | +22.3% | -16.2% | +2.4% |
| 3M | -0.7% | +26.6% | -27.3% | -4.8% |
| 6M | +22.1% | +18.9% | +3.1% | +18.0% |
| YTD | +9.8% | +39.2% | -29.4% | +2.1% |
| 1Y | +19.4% | +34.0% | -14.6% | +11.6% |
| 3Y | +50.4% | +42.0% | +8.4% | +34.3% |
| All | +50.4% | +36.3% | +14.1% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling