+138.1%
PRU vs RUN
+50.4%
+87.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.6% |
| 7D | +1.9% | +10.2% | -8.2% | +0.8% |
| 30D | -0.4% | -9.6% | +9.2% | +0.5% |
| 3M | +16.4% | -31.5% | +47.9% | +20.3% |
| 6M | +26.0% | -18.7% | +44.7% | +27.1% |
| YTD | +9.9% | -49.9% | +59.8% | +15.2% |
| 1Y | +18.8% | -45.5% | +64.3% | +22.1% |
| 3Y | +45.3% | -34.1% | +79.4% | +25.7% |
| 5Y | +45.6% | -79.4% | +125.0% | +38.5% |
| All | +138.1% | +50.4% | +87.7% | +31.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling