+933.4%
RMBS vs PRU
+814.1%
+119.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.2% | +5.9% | +5.8% |
| 7D | +3.0% | -2.8% | +5.8% | +4.4% |
| 30D | -15.5% | +8.5% | -24.0% | -18.6% |
| 3M | -11.5% | +1.7% | -13.2% | -12.5% |
| 6M | -36.5% | +24.8% | -61.3% | -42.8% |
| YTD | -7.1% | +13.3% | -20.4% | -13.1% |
| 1Y | -18.7% | +21.4% | -40.0% | -26.1% |
| 3Y | +36.2% | +54.8% | -18.6% | +12.2% |
| 5Y | +252.0% | +42.4% | +209.6% | +197.2% |
| 10Y | +561.2% | +98.4% | +462.8% | +355.3% |
| All | +933.4% | +814.1% | +119.3% | +125.6% |
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