-6.6%
RKT vs PRU
+41.9%
-48.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.5% | -4.5% | -4.7% |
| 7D | -7.5% | 0.0% | -7.4% | -7.6% |
| 30D | +26.6% | +7.9% | +18.7% | +21.0% |
| 3M | -2.4% | +0.9% | -3.3% | -2.8% |
| 6M | -7.4% | +22.4% | -29.7% | -17.7% |
| YTD | -29.2% | +12.7% | -41.9% | -34.4% |
| 1Y | -23.5% | +19.6% | -43.1% | -31.6% |
| 3Y | +73.9% | +54.0% | +19.9% | +25.1% |
| 5Y | -6.6% | +41.0% | -47.6% | -30.5% |
| All | -6.6% | +41.9% | -48.6% | -30.5% |
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 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