+1,952.1%
RMD vs PRU
+806.6%
+1,145.5%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | -5.0% | +1.9% | -6.8% | -5.4% |
| 30D | +2.2% | +2.7% | -0.5% | +1.5% |
| 3M | +17.8% | +19.5% | -1.6% | +12.9% |
| 6M | -11.3% | +26.6% | -38.0% | -16.3% |
| YTD | -4.4% | +12.3% | -16.8% | -7.3% |
| 1Y | -15.7% | +18.0% | -33.8% | -19.4% |
| 3Y | +47.7% | +47.0% | +0.7% | +32.6% |
| 5Y | -19.2% | +48.4% | -67.6% | -28.3% |
| 10Y | +280.4% | +142.4% | +137.9% | +185.0% |
| All | +1,952.1% | +806.6% | +1,145.5% | +742.0% |
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