+134.7%
PRU vs RRX
+216.7%
-82.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.6% |
| 7D | -3.8% | -3.7% | -0.1% | -2.2% |
| 30D | -2.0% | -9.3% | +7.3% | +2.3% |
| 3M | +14.0% | -21.8% | +35.7% | +24.0% |
| 6M | +27.2% | -22.0% | +49.3% | +35.1% |
| YTD | +9.1% | +11.9% | -2.9% | -6.1% |
| 1Y | +18.1% | +11.6% | +6.5% | +0.4% |
| 3Y | +44.3% | +2.2% | +42.1% | +18.0% |
| 5Y | +45.7% | +14.9% | +30.8% | +2.9% |
| All | +134.7% | +216.7% | -82.0% | -18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling