+803.3%
PRU vs RRC
+1,843.5%
-1,040.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | 0.0% | +2.5% | -2.6% | -0.7% |
| 30D | +7.9% | +21.1% | -13.2% | +1.8% |
| 3M | +0.9% | +28.4% | -27.5% | -6.5% |
| 6M | +22.4% | +26.5% | -4.1% | +13.4% |
| YTD | +12.7% | +47.0% | -34.3% | -0.6% |
| 1Y | +19.6% | +35.2% | -15.6% | +7.6% |
| 3Y | +54.0% | +61.0% | -7.0% | +28.8% |
| 5Y | +41.0% | +133.6% | -92.6% | -0.9% |
| 10Y | +97.4% | +72.1% | +25.3% | +19.3% |
| All | +803.3% | +1,843.5% | -1,040.2% | +171.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling