+39.7%
RIG vs PRU
+27.9%
+11.9%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +6.6% | -14.2% | -6.7% |
| 7D | -18.8% | +9.8% | -28.5% | -17.9% |
| 30D | -1.1% | +11.6% | -12.7% | -0.2% |
| 3M | +4.4% | +3.7% | +0.7% | +5.5% |
| 6M | -20.8% | +33.0% | -53.7% | -19.9% |
| YTD | +32.0% | +16.6% | +15.4% | +33.2% |
| 1Y | +39.7% | +26.9% | +12.8% | +42.5% |
| All | +39.7% | +27.9% | +11.9% | +42.5% |
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