+650.7%
RGTI vs PRU
+42.2%
+608.5%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.1% |
| 7D | +2.5% | -1.9% | +4.4% | +4.3% |
| 30D | -13.7% | -2.6% | -11.1% | -11.6% |
| 3M | -22.6% | +14.7% | -37.3% | -33.5% |
| 6M | -13.4% | +25.7% | -39.1% | -31.9% |
| YTD | -31.2% | +8.3% | -39.5% | -37.6% |
| 1Y | -7.6% | +17.3% | -25.0% | -23.0% |
| All | +650.7% | +42.2% | +608.5% | +368.1% |
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 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