+95.8%
RIO vs PRU
+48.6%
+47.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | 0.0% | +1.9% | -1.9% | -0.8% |
| 30D | +4.0% | +2.7% | +1.2% | +2.7% |
| 3M | +0.1% | +19.5% | -19.3% | -7.3% |
| 6M | +12.7% | +26.6% | -13.9% | +1.8% |
| YTD | +35.6% | +12.3% | +23.2% | +28.1% |
| 1Y | +73.7% | +18.0% | +55.6% | +60.4% |
| 3Y | +93.3% | +47.0% | +46.3% | +54.3% |
| All | +95.8% | +48.6% | +47.3% | +49.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling