+934.6%
RMBS vs PRU
+806.6%
+128.1%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.7% |
| 7D | -0.3% | +1.9% | -2.2% | -1.2% |
| 30D | -12.2% | +2.7% | -14.9% | -13.3% |
| 3M | -49.5% | +19.5% | -69.0% | -53.5% |
| 6M | -7.1% | +26.6% | -33.8% | -16.8% |
| YTD | -7.0% | +12.3% | -19.3% | -12.4% |
| 1Y | +13.3% | +18.0% | -4.7% | +4.5% |
| 3Y | +49.2% | +47.0% | +2.2% | +26.1% |
| 5Y | +250.0% | +48.4% | +201.5% | +191.1% |
| 10Y | +495.1% | +142.4% | +352.7% | +279.8% |
| All | +934.6% | +806.6% | +128.1% | +127.6% |
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 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