+800.4%
PRU vs RRX
+974.3%
-173.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.1% | -1.0% |
| 7D | +1.9% | +3.4% | -1.6% | -0.1% |
| 30D | +2.7% | -11.1% | +13.8% | +9.7% |
| 3M | +19.5% | -23.7% | +43.2% | +34.4% |
| 6M | +26.6% | -22.0% | +48.6% | +35.9% |
| YTD | +12.3% | +16.5% | -4.1% | -7.9% |
| 1Y | +18.0% | +11.5% | +6.5% | -2.2% |
| 3Y | +47.0% | +1.5% | +45.5% | +15.5% |
| 5Y | +48.4% | +18.3% | +30.2% | -1.7% |
| 10Y | +142.4% | +209.8% | -67.4% | -20.7% |
| All | +800.4% | +974.3% | -173.9% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling