-81.2%
RIG vs PRU
+785.9%
-867.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.4% | +4.0% |
| 7D | -24.5% | +2.4% | -26.9% | -25.8% |
| 30D | -2.8% | +6.1% | -8.9% | -6.3% |
| 3M | +1.6% | -0.7% | +2.3% | +1.1% |
| 6M | -15.9% | +22.1% | -38.0% | -24.6% |
| YTD | +26.9% | +9.8% | +17.1% | +18.6% |
| 1Y | +34.4% | +19.4% | +15.0% | +20.3% |
| 3Y | -21.2% | +50.4% | -71.6% | -36.5% |
| 5Y | +46.4% | +37.2% | +9.2% | +25.0% |
| 10Y | -45.8% | +119.5% | -165.3% | -58.4% |
| All | -81.2% | +785.9% | -867.1% | -93.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling