-10.4%
RKT vs PRU
+27.9%
-38.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +6.6% | +2.1% | +3.8% |
| 7D | +29.7% | +9.8% | +20.0% | +21.5% |
| 30D | +28.5% | +11.6% | +16.9% | +19.1% |
| 3M | +6.4% | +3.7% | +2.7% | +3.2% |
| 6M | +7.1% | +33.0% | -25.8% | -10.0% |
| YTD | -22.5% | +16.6% | -39.1% | -32.7% |
| 1Y | -10.4% | +26.9% | -37.4% | -32.5% |
| All | -10.4% | +27.9% | -38.3% | -32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling