-45.7%
RDDT vs PRU
+27.9%
-73.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +6.6% | -0.6% | +0.8% |
| 7D | -24.4% | +9.8% | -34.1% | -29.6% |
| 30D | -32.3% | +11.6% | -43.9% | -37.7% |
| 3M | -36.3% | +3.7% | -40.0% | -38.1% |
| 6M | -39.7% | +33.0% | -72.7% | -50.7% |
| YTD | -55.7% | +16.6% | -72.3% | -60.6% |
| 1Y | -45.7% | +26.9% | -72.7% | -55.3% |
| All | -45.7% | +27.9% | -73.6% | -55.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling