+2,014.5%
RMD vs PRU
+785.9%
+1,228.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +1.0% | -1.0% |
| 7D | +2.3% | +2.4% | -0.1% | +1.8% |
| 30D | +4.1% | +6.1% | -2.0% | +2.7% |
| 3M | +5.7% | -0.7% | +6.4% | +5.8% |
| 6M | +12.9% | +22.1% | -9.2% | +7.6% |
| YTD | -1.5% | +9.8% | -11.3% | -4.0% |
| 1Y | -4.8% | +19.4% | -24.1% | -9.0% |
| 3Y | +57.5% | +50.4% | +7.1% | +40.7% |
| 5Y | -5.5% | +37.2% | -42.7% | -14.4% |
| 10Y | +357.8% | +119.5% | +238.3% | +250.9% |
| All | +2,014.5% | +785.9% | +1,228.6% | +772.5% |
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 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