+97.2%
PRU vs RUN
+116.9%
-19.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.4% | +4.8% | +2.6% |
| 7D | +3.2% | +18.1% | -14.9% | +1.2% |
| 30D | +7.9% | +27.5% | -19.6% | +4.9% |
| 3M | +1.8% | -4.5% | +6.3% | +1.8% |
| 6M | +24.1% | -33.3% | +57.5% | +28.0% |
| YTD | +12.4% | -47.1% | +59.4% | +16.6% |
| 1Y | +20.9% | -43.1% | +64.1% | +24.0% |
| 3Y | +55.5% | -3.0% | +58.5% | +27.1% |
| 5Y | +42.7% | -82.6% | +125.3% | +41.1% |
| All | +97.2% | +116.9% | -19.7% | +4.3% |
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