+800.6%
PRU vs RRC
+1,744.9%
-944.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +3.2% | -10.3% | +13.5% | +6.1% |
| 30D | +7.9% | +19.5% | -11.5% | +2.1% |
| 3M | +1.8% | +27.9% | -26.1% | -5.6% |
| 6M | +24.1% | +21.2% | +3.0% | +16.4% |
| YTD | +12.4% | +39.6% | -27.2% | +0.5% |
| 1Y | +20.9% | +31.3% | -10.4% | +9.7% |
| 3Y | +55.5% | +51.9% | +3.5% | +32.1% |
| 5Y | +42.7% | +110.2% | -67.5% | +3.1% |
| 10Y | +106.1% | +56.7% | +49.5% | +28.1% |
| All | +800.6% | +1,744.9% | -944.3% | +174.7% |
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