+603.1%
RIO vs PRU
+139.4%
+463.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.5% |
| 7D | +1.9% | +1.9% | 0.0% | +1.0% |
| 30D | +5.0% | -0.4% | +5.4% | +5.0% |
| 3M | +5.1% | +16.4% | -11.3% | -2.4% |
| 6M | +17.6% | +26.0% | -8.4% | +5.1% |
| YTD | +36.3% | +9.9% | +26.4% | +29.3% |
| 1Y | +71.2% | +18.8% | +52.4% | +56.1% |
| 3Y | +102.7% | +45.3% | +57.4% | +62.9% |
| 5Y | +99.6% | +45.6% | +54.0% | +57.5% |
| 10Y | +603.1% | +139.6% | +463.5% | +268.3% |
| All | +603.1% | +139.4% | +463.7% | +268.3% |
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