-6.6%
RMD vs PRU
+36.1%
-42.7%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -0.8% |
| 7D | +2.3% | +2.4% | -0.1% | +1.6% |
| 30D | +4.1% | +6.1% | -2.0% | +2.2% |
| 3M | +5.7% | -0.7% | +6.4% | +5.8% |
| 6M | +12.9% | +22.1% | -9.2% | +5.9% |
| YTD | -1.5% | +9.8% | -11.3% | -4.8% |
| 1Y | -4.8% | +19.4% | -24.1% | -10.4% |
| 3Y | +57.5% | +50.4% | +7.1% | +31.6% |
| All | -6.6% | +36.1% | -42.7% | -18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling