-9.2%
RGTI vs PRU
+18.0%
-27.1%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.2% |
| 7D | -0.1% | -3.8% | +3.7% | +3.4% |
| 30D | -16.2% | -2.0% | -14.2% | -14.8% |
| 3M | -22.0% | +14.0% | -36.0% | -32.8% |
| 6M | -10.8% | +27.2% | -38.0% | -31.7% |
| YTD | -31.6% | +9.1% | -40.6% | -40.9% |
| All | -9.2% | +18.0% | -27.1% | -30.9% |
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