+233.3%
RDW vs PRU
+42.2%
+191.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.5% | -3.2% | -3.0% |
| 7D | +3.6% | -1.9% | +5.5% | +5.5% |
| 30D | -18.4% | -2.6% | -15.9% | -16.3% |
| 3M | -32.1% | +14.7% | -46.8% | -44.0% |
| 6M | +10.9% | +25.7% | -14.8% | -19.2% |
| YTD | +40.8% | +8.3% | +32.5% | +23.8% |
| 1Y | +31.1% | +17.3% | +13.8% | +2.9% |
| All | +233.3% | +42.2% | +191.1% | +122.3% |
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 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