+26.9%
PRU vs RRX
+30.0%
-3.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -3.6% | +10.2% | +6.8% |
| 7D | +9.8% | +7.6% | +2.1% | +9.1% |
| 30D | +11.6% | +7.5% | +4.1% | +10.9% |
| 3M | +3.7% | -21.0% | +24.7% | +5.5% |
| 6M | +33.0% | -18.1% | +51.1% | +33.9% |
| YTD | +16.6% | +24.3% | -7.7% | +8.5% |
| 1Y | +26.9% | +29.3% | -2.4% | +16.8% |
| All | +26.9% | +30.0% | -3.1% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 1y: compounded portfolio wealth divided by compounded RRX 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…
1y analysis · Full analysis span regression · 6 months rolling