+42.2%
PRU vs RRC
+134.0%
-91.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.8% |
| 7D | +3.6% | +6.4% | -2.8% | +2.5% |
| 30D | +8.9% | +23.9% | -15.0% | +4.2% |
| 3M | +0.2% | +30.2% | -30.0% | -5.1% |
| 6M | +23.7% | +26.3% | -2.5% | +17.6% |
| YTD | +13.7% | +48.1% | -34.3% | +4.1% |
| 1Y | +20.6% | +37.7% | -17.0% | +11.8% |
| 3Y | +56.3% | +60.3% | -4.0% | +37.6% |
| All | +42.2% | +134.0% | -91.8% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling