+124.1%
PRU vs RUN
-31.9%
+156.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.5% | -0.9% |
| 7D | +1.9% | +1.3% | +0.6% | +1.7% |
| 30D | +2.7% | -15.3% | +18.0% | +4.2% |
| 3M | +19.5% | -40.0% | +59.5% | +24.9% |
| 6M | +26.6% | -27.0% | +53.6% | +29.1% |
| YTD | +12.3% | -51.7% | +64.0% | +17.9% |
| 1Y | +18.0% | -45.9% | +63.9% | +21.2% |
| 3Y | +47.0% | -43.8% | +90.8% | +31.4% |
| 5Y | +48.4% | -80.5% | +128.9% | +42.2% |
| 10Y | +142.4% | +45.3% | +97.2% | +53.8% |
| All | +124.1% | -31.9% | +156.0% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling