+95.9%
PRU vs RUN
+66.4%
+29.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.1% | +5.6% | +0.1% |
| 7D | 0.0% | -13.7% | +13.6% | +1.4% |
| 30D | +7.9% | +9.4% | -1.4% | +6.5% |
| 3M | +0.9% | -13.4% | +14.3% | +1.8% |
| 6M | +22.4% | -39.6% | +61.9% | +27.3% |
| YTD | +12.7% | -53.7% | +66.4% | +18.5% |
| 1Y | +19.6% | -56.2% | +75.8% | +26.1% |
| 3Y | +54.0% | -9.7% | +63.7% | +26.3% |
| 5Y | +41.0% | -85.5% | +126.5% | +42.8% |
| All | +95.9% | +66.4% | +29.5% | +3.2% |
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