+555.1%
RMBS vs PRU
+97.4%
+457.7%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.2% |
| 7D | +21.9% | 0.0% | +22.0% | +21.9% |
| 30D | -13.4% | +7.9% | -21.4% | -17.0% |
| 3M | -15.9% | +0.9% | -16.8% | -16.7% |
| 6M | -34.8% | +22.4% | -57.1% | -41.9% |
| YTD | -7.5% | +12.7% | -20.2% | -14.5% |
| 1Y | -16.9% | +19.6% | -36.4% | -25.5% |
| 3Y | +35.5% | +54.0% | -18.5% | +7.4% |
| 5Y | +254.2% | +41.0% | +213.2% | +188.5% |
| All | +555.1% | +97.4% | +457.7% | +330.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling