+54.2%
RGTI vs PRU
+59.6%
-5.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.2% |
| 7D | +0.5% | -2.3% | +2.7% | +2.2% |
| 30D | -17.1% | -1.7% | -15.4% | -16.1% |
| 3M | -26.0% | +13.2% | -39.2% | -33.7% |
| 6M | -9.9% | +28.8% | -38.6% | -26.8% |
| YTD | -31.1% | +9.8% | -40.8% | -36.7% |
| 1Y | -8.5% | +17.4% | -25.9% | -20.3% |
| 3Y | +652.2% | +44.9% | +607.3% | +467.3% |
| 5Y | +56.8% | +46.6% | +10.1% | +17.9% |
| All | +54.2% | +59.6% | -5.3% | +15.4% |
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 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