+2.0%
RDW vs PRU
+90.9%
-88.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.9% |
| 7D | +0.9% | -2.3% | +3.1% | +2.8% |
| 30D | -21.3% | -1.7% | -19.5% | -20.3% |
| 3M | -37.9% | +13.2% | -51.1% | -45.4% |
| 6M | +12.3% | +28.8% | -16.5% | -12.5% |
| YTD | +39.7% | +9.8% | +30.0% | +25.9% |
| 1Y | +25.7% | +17.4% | +8.3% | +6.3% |
| 3Y | +230.8% | +44.9% | +185.9% | +154.5% |
| 5Y | -8.8% | +46.6% | -55.4% | -28.3% |
| All | +2.0% | +90.9% | -88.8% | -19.6% |
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