-16.9%
RMBS vs PRU
+20.5%
-37.3%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | -0.4% |
| 7D | +21.9% | 0.0% | +22.0% | +21.8% |
| 30D | -13.4% | +7.9% | -21.4% | -13.6% |
| 3M | -15.9% | +0.9% | -16.8% | -15.2% |
| 6M | -34.8% | +22.4% | -57.1% | -38.4% |
| YTD | -7.5% | +12.7% | -20.2% | -10.1% |
| 1Y | -16.9% | +19.6% | -36.4% | -21.9% |
| All | -16.9% | +20.5% | -37.3% | -21.9% |
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 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