+81.8%
RIG vs PRU
+16.8%
+65.0%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -8.2% | -1.9% | -6.3% | -8.1% |
| 30D | -0.2% | -2.6% | +2.4% | 0.0% |
| 3M | -2.7% | +14.7% | -17.4% | -4.0% |
| 6M | -7.5% | +25.7% | -33.1% | -10.0% |
| YTD | +38.3% | +8.3% | +30.0% | +37.9% |
| 1Y | +81.8% | +17.3% | +64.5% | +73.0% |
| All | +81.8% | +16.8% | +65.0% | +73.0% |
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