+95.2%
RDDT vs PRU
+20.5%
+74.7%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.9% |
| 7D | +3.5% | +3.6% | -0.1% | +0.6% |
| 30D | -33.7% | +8.9% | -42.6% | -38.0% |
| 3M | -37.7% | +0.2% | -37.9% | -37.7% |
| 6M | -36.1% | +23.7% | -59.9% | -45.8% |
| YTD | -57.2% | +13.7% | -70.9% | -61.3% |
| 1Y | -48.0% | +20.6% | -68.7% | -55.3% |
| All | +95.2% | +20.5% | +74.7% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling