-27.0%
RMBS vs PRU
+20.8%
-47.8%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +6.0% | +8.1% |
| 7D | -3.9% | +3.2% | -7.1% | -3.6% |
| 30D | -24.9% | +7.9% | -32.8% | -25.0% |
| 3M | -20.5% | +1.8% | -22.3% | -20.0% |
| 6M | -37.5% | +24.1% | -61.7% | -41.4% |
| YTD | -12.1% | +12.4% | -24.5% | -14.8% |
| All | -27.0% | +20.8% | -47.8% | -32.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling