+190.3%
RDDT vs PRU
+14.7%
+175.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -0.8% |
| 7D | -7.4% | -1.9% | -5.5% | -6.0% |
| 30D | -7.7% | -2.6% | -5.1% | -5.7% |
| 3M | -17.8% | +14.7% | -32.5% | -25.9% |
| 6M | +5.5% | +25.7% | -20.2% | -11.9% |
| YTD | -36.3% | +8.3% | -44.6% | -40.3% |
| 1Y | -39.0% | +17.3% | -56.4% | -46.6% |
| All | +190.3% | +14.7% | +175.7% | +142.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling