+147.6%
RBRK vs PRU
+20.0%
+127.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -0.7% |
| 7D | +3.7% | +1.9% | +1.7% | +2.4% |
| 30D | +1.7% | -0.4% | +2.2% | +2.2% |
| 3M | +27.7% | +16.4% | +11.3% | +14.9% |
| 6M | +60.3% | +26.0% | +34.2% | +35.4% |
| YTD | +19.8% | +9.9% | +9.9% | +11.2% |
| 1Y | -4.2% | +18.8% | -22.9% | -16.4% |
| All | +147.6% | +20.0% | +127.7% | +105.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling