+98.4%
PRU vs RVTY
+219.6%
-121.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -2.8% | -0.7% | -2.1% | -2.6% |
| 30D | +8.5% | +1.7% | +6.8% | +7.4% |
| 3M | +1.7% | +36.8% | -35.1% | -10.0% |
| 6M | +24.8% | +60.1% | -35.3% | +3.2% |
| YTD | +13.3% | +64.0% | -50.7% | -8.3% |
| 1Y | +21.4% | +68.2% | -46.8% | -2.9% |
| 3Y | +54.8% | +88.8% | -34.0% | +13.5% |
| 5Y | +42.4% | -10.5% | +52.9% | +38.2% |
| 10Y | +98.4% | +219.7% | -121.3% | -7.2% |
| All | +98.4% | +219.6% | -121.1% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 10y: compounded portfolio wealth divided by compounded RVTY 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…
10y analysis · Full analysis span regression · 6 months rolling