+7.9%
RDW vs PRU
+91.1%
-83.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -2.2% | +8.8% | +8.5% |
| 7D | +9.5% | +1.9% | +7.5% | +7.4% |
| 30D | -17.4% | -0.4% | -16.9% | -17.3% |
| 3M | -39.5% | +16.4% | -56.0% | -48.2% |
| 6M | +31.3% | +26.0% | +5.3% | +4.3% |
| YTD | +47.8% | +9.9% | +37.9% | +33.0% |
| 1Y | +33.8% | +18.8% | +15.1% | +11.9% |
| 3Y | +262.3% | +45.3% | +216.9% | +178.0% |
| 5Y | -5.7% | +45.6% | -51.3% | -25.9% |
| All | +7.9% | +91.1% | -83.2% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling