+126.4%
PRU vs RUN
-33.3%
+159.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -10.6% | +11.6% | +2.1% |
| 7D | +3.8% | +0.3% | +3.4% | +3.5% |
| 30D | +9.0% | +14.0% | -5.0% | +7.2% |
| 3M | +2.1% | -11.8% | +13.9% | +2.8% |
| 6M | +25.4% | -40.4% | +65.8% | +30.5% |
| YTD | +13.5% | -52.7% | +66.2% | +18.9% |
| 1Y | +21.3% | -52.5% | +73.9% | +26.6% |
| 3Y | +55.1% | -7.7% | +62.8% | +29.5% |
| 5Y | +43.6% | -83.9% | +127.4% | +41.5% |
| 10Y | +99.2% | +84.9% | +14.3% | +24.2% |
| All | +126.4% | -33.3% | +159.7% | +44.6% |
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