+42.2%
PRU vs RRX
+9.8%
+32.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.5% |
| 7D | +3.6% | +4.3% | -0.7% | +2.4% |
| 30D | +8.9% | +12.3% | -3.5% | +4.8% |
| 3M | +0.2% | +3.7% | -3.5% | -1.6% |
| 6M | +23.7% | -13.9% | +37.7% | +25.7% |
| YTD | +13.7% | +26.5% | -12.7% | -1.1% |
| 1Y | +20.6% | +29.3% | -8.7% | +3.7% |
| 3Y | +56.3% | +65.6% | -9.2% | +15.6% |
| All | +42.2% | +9.8% | +32.4% | +23.2% |
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