+45.6%
PRU vs RUN
-80.3%
+125.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.7% | -5.9% | -2.4% |
| 7D | +1.9% | +10.2% | -8.2% | +1.3% |
| 30D | -0.4% | -9.6% | +9.2% | +0.1% |
| 3M | +16.4% | -31.5% | +47.9% | +18.7% |
| 6M | +26.0% | -18.7% | +44.7% | +26.6% |
| YTD | +9.9% | -49.9% | +59.8% | +13.0% |
| 1Y | +18.8% | -45.5% | +64.3% | +20.8% |
| 3Y | +45.4% | -34.1% | +79.4% | +32.5% |
| 5Y | +45.6% | -79.4% | +125.0% | +40.1% |
| All | +45.6% | -80.3% | +125.9% | +40.1% |
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 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