-7.9%
RGTI vs PRU
+42.1%
-50.0%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.9% | -7.8% | -7.7% |
| 7D | -18.1% | +3.6% | -21.7% | -20.5% |
| 30D | -17.6% | +8.9% | -26.5% | -24.0% |
| 3M | -48.3% | +0.2% | -48.5% | -48.7% |
| 6M | -47.8% | +23.7% | -71.5% | -57.4% |
| YTD | -56.6% | +13.7% | -70.3% | -61.9% |
| 1Y | -61.8% | +20.6% | -82.5% | -68.3% |
| 3Y | +807.5% | +56.3% | +751.2% | +506.5% |
| All | -7.9% | +42.1% | -50.0% | -36.2% |
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