+541.3%
RMBS vs PRU
+115.4%
+425.9%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +6.0% | +7.2% |
| 7D | -3.9% | +3.2% | -7.1% | -5.5% |
| 30D | -24.9% | +7.9% | -32.8% | -27.9% |
| 3M | -20.5% | +1.8% | -22.3% | -21.6% |
| 6M | -37.5% | +24.1% | -61.7% | -44.7% |
| YTD | -12.1% | +12.4% | -24.5% | -18.6% |
| 1Y | -25.0% | +20.9% | -45.9% | -33.1% |
| 3Y | +36.1% | +55.5% | -19.4% | +7.5% |
| 5Y | +236.1% | +42.7% | +193.5% | +172.6% |
| 10Y | +541.3% | +106.1% | +435.2% | +339.6% |
| All | +541.3% | +115.4% | +425.9% | +339.6% |
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