+807.5%
RGTI vs PRU
+56.8%
+750.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.7% |
| 7D | -18.1% | +3.6% | -21.7% | -20.7% |
| 30D | -17.6% | +8.9% | -26.5% | -24.4% |
| 3M | -48.3% | +0.2% | -48.5% | -48.7% |
| 6M | -47.8% | +23.7% | -71.5% | -58.2% |
| YTD | -56.6% | +13.7% | -70.3% | -62.5% |
| 1Y | -61.8% | +20.6% | -82.5% | -68.9% |
| 3Y | +807.5% | +56.3% | +751.2% | +356.8% |
| All | +807.5% | +56.8% | +750.8% | +356.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling