-68.1%
RGTI vs PRU
+27.9%
-96.0%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.6% | -5.5% | -3.4% |
| 7D | -9.6% | +9.8% | -19.4% | -15.6% |
| 30D | -26.0% | +11.6% | -37.6% | -32.0% |
| 3M | -35.8% | +3.7% | -39.4% | -37.4% |
| 6M | -36.7% | +33.0% | -69.6% | -51.1% |
| YTD | -49.4% | +16.6% | -66.0% | -60.1% |
| 1Y | -68.1% | +26.9% | -95.1% | -76.1% |
| All | -68.1% | +27.9% | -96.0% | -76.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling