+877.7%
RMBS vs PRU
+816.1%
+61.7%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -8.4% | +3.8% | -12.2% | -9.9% |
| 30D | -24.9% | +9.0% | -33.9% | -27.7% |
| 3M | -15.8% | +2.1% | -17.9% | -16.9% |
| 6M | -37.5% | +25.4% | -62.9% | -43.8% |
| YTD | -12.1% | +13.5% | -25.6% | -17.9% |
| 1Y | -27.0% | +21.3% | -48.3% | -33.6% |
| 3Y | +28.8% | +55.1% | -26.3% | +6.1% |
| 5Y | +236.2% | +43.6% | +192.7% | +182.9% |
| 10Y | +546.6% | +99.2% | +447.4% | +344.6% |
| All | +877.7% | +816.1% | +61.7% | +113.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling