-1.4%
RMD vs PRU
+27.9%
-29.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +6.6% | -0.7% | +3.3% |
| 7D | -3.9% | +9.8% | -13.6% | -7.2% |
| 30D | +7.9% | +11.6% | -3.7% | +3.6% |
| 3M | +8.1% | +3.7% | +4.4% | +6.2% |
| 6M | +15.5% | +33.0% | -17.4% | +5.5% |
| YTD | +0.7% | +16.6% | -15.9% | -5.0% |
| 1Y | -1.4% | +26.9% | -28.3% | -10.8% |
| All | -1.4% | +27.9% | -29.2% | -10.8% |
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