+37.0%
PRU vs RUN
-82.6%
+119.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.1% | -3.7% | -2.7% |
| 7D | +2.4% | +33.4% | -31.0% | +0.5% |
| 30D | +6.1% | +31.1% | -25.0% | +4.2% |
| 3M | -0.7% | +6.4% | -7.1% | -1.4% |
| 6M | +22.1% | -22.2% | +44.3% | +23.0% |
| YTD | +9.8% | -45.8% | +55.5% | +12.1% |
| 1Y | +19.4% | -51.1% | +70.5% | +22.3% |
| 3Y | +50.4% | -3.0% | +53.4% | +32.2% |
| All | +37.0% | -82.6% | +119.5% | +35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling