+134.2%
RBRK vs PRU
+19.8%
+114.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.2% | -3.0% |
| 7D | -7.5% | -2.3% | -5.2% | -6.0% |
| 30D | -10.4% | -1.7% | -8.7% | -9.2% |
| 3M | +21.3% | +13.2% | +8.0% | +11.2% |
| 6M | +50.6% | +28.8% | +21.9% | +25.3% |
| YTD | +13.3% | +9.8% | +3.5% | +5.2% |
| 1Y | +11.2% | +17.4% | -6.1% | -2.0% |
| All | +134.2% | +19.8% | +114.3% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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