+1.7%
RKT vs PRU
+36.1%
-34.5%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +3.2% |
| 7D | +17.7% | +2.4% | +15.3% | +16.1% |
| 30D | +31.6% | +6.1% | +25.5% | +27.3% |
| 3M | +13.9% | -0.7% | +14.6% | +14.6% |
| 6M | +2.8% | +22.1% | -19.3% | -8.4% |
| YTD | -22.2% | +9.8% | -32.0% | -26.7% |
| 1Y | -3.5% | +19.4% | -22.9% | -13.4% |
| 3Y | +95.3% | +50.4% | +44.9% | +42.7% |
| All | +1.7% | +36.1% | -34.5% | -22.9% |
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