+2,103.4%
RIO vs PRU
+806.6%
+1,296.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | 0.0% | +1.9% | -1.9% | -0.9% |
| 30D | +4.0% | +2.7% | +1.2% | +2.6% |
| 3M | +0.1% | +19.5% | -19.3% | -8.0% |
| 6M | +12.7% | +26.6% | -13.9% | +0.8% |
| YTD | +35.6% | +12.3% | +23.2% | +27.5% |
| 1Y | +73.7% | +18.0% | +55.6% | +59.2% |
| 3Y | +93.3% | +47.0% | +46.3% | +56.7% |
| 5Y | +92.4% | +48.4% | +44.0% | +53.1% |
| 10Y | +606.9% | +142.4% | +464.5% | +317.0% |
| All | +2,103.4% | +806.6% | +1,296.8% | +497.6% |
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 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