+57.0%
RGTI vs PRU
+43.7%
+13.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.5% | -2.1% | -2.3% |
| 7D | +2.5% | -1.9% | +4.4% | +4.0% |
| 30D | -13.7% | -2.6% | -11.1% | -11.8% |
| 3M | -22.6% | +14.7% | -37.3% | -32.0% |
| 6M | -13.4% | +25.7% | -39.1% | -29.3% |
| YTD | -31.2% | +8.3% | -39.5% | -36.5% |
| 1Y | -7.6% | +17.3% | -25.0% | -20.4% |
| 3Y | +669.7% | +43.2% | +626.5% | +468.6% |
| 5Y | +57.0% | +43.5% | +13.5% | +15.7% |
| All | +57.0% | +43.7% | +13.3% | +15.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling