+134.6%
PRU vs RUN
+43.6%
+91.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.6% | +3.1% | -1.0% |
| 7D | -1.9% | -1.8% | -0.1% | -1.7% |
| 30D | -2.6% | -10.8% | +8.3% | -1.5% |
| 3M | +14.7% | -30.2% | +44.9% | +18.3% |
| 6M | +25.7% | -22.3% | +48.0% | +27.3% |
| YTD | +8.3% | -52.2% | +60.4% | +14.0% |
| 1Y | +17.3% | -45.1% | +62.4% | +20.4% |
| 3Y | +43.2% | -37.1% | +80.3% | +24.4% |
| 5Y | +43.5% | -80.3% | +123.8% | +37.1% |
| 10Y | +134.6% | +45.2% | +89.3% | +29.8% |
| All | +134.6% | +43.6% | +91.0% | +29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded RUN 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling