-50.0%
RIG vs PRU
+103.1%
-153.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.8% |
| 7D | -12.2% | +3.8% | -16.0% | -16.3% |
| 30D | -6.0% | +9.0% | -15.0% | -15.4% |
| 3M | -9.4% | +2.1% | -11.6% | -13.2% |
| 6M | -19.1% | +25.4% | -44.5% | -37.6% |
| YTD | +25.4% | +13.5% | +11.9% | +4.4% |
| 1Y | +23.3% | +21.3% | +2.0% | -4.9% |
| 3Y | -22.1% | +55.1% | -77.2% | -54.9% |
| 5Y | +50.1% | +43.6% | +6.6% | -7.1% |
| All | -50.0% | +103.1% | -153.2% | -76.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling