+72.1%
RMD vs PRU
+55.3%
+16.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | +1.9% | +7.9% | -6.0% | -0.1% |
| 3M | +6.3% | +0.9% | +5.4% | +5.9% |
| 6M | +18.2% | +22.4% | -4.1% | +12.5% |
| YTD | +0.3% | +12.7% | -12.4% | -3.1% |
| 1Y | -4.3% | +19.6% | -23.8% | -8.7% |
| All | +72.1% | +55.3% | +16.8% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling