+43.5%
PRU vs RRX
+16.5%
+27.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.5% | +1.0% | -0.8% |
| 7D | -1.9% | -0.7% | -1.2% | -1.7% |
| 30D | -2.6% | -8.0% | +5.4% | -0.4% |
| 3M | +14.7% | -25.1% | +39.8% | +22.5% |
| 6M | +25.7% | -18.3% | +44.0% | +28.8% |
| YTD | +8.3% | +14.2% | -5.9% | -2.2% |
| 1Y | +17.3% | +13.0% | +4.3% | +5.5% |
| 3Y | +43.2% | +4.2% | +39.0% | +27.3% |
| 5Y | +43.5% | +17.9% | +25.6% | +22.3% |
| All | +43.5% | +16.5% | +27.0% | +22.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling