+546.6%
RMBS vs PRU
+138.7%
+407.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.0% |
| 7D | +1.2% | -3.8% | +5.0% | +3.1% |
| 30D | -11.5% | -2.0% | -9.5% | -10.8% |
| 3M | -38.2% | +14.0% | -52.2% | -42.6% |
| 6M | -4.8% | +27.2% | -32.0% | -16.9% |
| YTD | -7.1% | +9.1% | -16.2% | -12.4% |
| 1Y | +10.7% | +18.1% | -7.4% | +0.1% |
| 3Y | +54.5% | +44.3% | +10.2% | +27.1% |
| 5Y | +261.7% | +45.7% | +215.9% | +191.4% |
| All | +546.6% | +138.7% | +407.9% | +299.3% |
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