-6.6%
RDW vs PRU
+43.4%
-50.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +0.9% |
| 7D | +4.8% | -3.8% | +8.7% | +8.7% |
| 30D | -19.5% | -2.0% | -17.5% | -18.2% |
| 3M | -26.9% | +14.0% | -40.9% | -37.1% |
| 6M | +17.8% | +27.2% | -9.5% | -10.0% |
| YTD | +43.0% | +9.1% | +33.9% | +27.9% |
| 1Y | +32.1% | +18.1% | +14.0% | +8.5% |
| 3Y | +250.6% | +44.3% | +206.4% | +157.1% |
| 5Y | -6.6% | +45.7% | -52.3% | -26.4% |
| All | -6.6% | +43.4% | -50.0% | -26.4% |
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