+21.3%
PRU vs RUN
-52.5%
+73.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.6% | +11.6% | +1.4% |
| 7D | +3.8% | +0.3% | +3.4% | +3.6% |
| 30D | +9.0% | +14.0% | -5.0% | +8.1% |
| 3M | +2.1% | -11.8% | +13.9% | +2.2% |
| 6M | +25.4% | -40.4% | +65.8% | +27.2% |
| YTD | +13.5% | -52.7% | +66.2% | +15.6% |
| 1Y | +21.3% | -52.5% | +73.9% | +23.8% |
| All | +21.3% | -52.5% | +73.8% | +23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling