+1,686.5%
RIO vs PRU
+785.9%
+900.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.9% |
| 7D | +2.2% | +2.4% | -0.1% | +1.1% |
| 30D | -10.1% | +6.1% | -16.2% | -12.7% |
| 3M | -14.1% | -0.7% | -13.4% | -14.3% |
| 6M | -18.9% | +22.1% | -41.0% | -26.4% |
| YTD | +9.9% | +9.8% | +0.1% | +4.1% |
| 1Y | +27.0% | +19.4% | +7.6% | +15.8% |
| 3Y | +50.1% | +50.4% | -0.3% | +20.1% |
| 5Y | +95.3% | +37.2% | +58.1% | +60.6% |
| 10Y | +425.9% | +119.5% | +306.4% | +223.4% |
| All | +1,686.5% | +785.9% | +900.6% | +388.0% |
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 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