-1.8%
RSG vs PRU
+16.8%
-18.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | 0.0% | -1.9% | +1.9% | +0.1% |
| 30D | +3.7% | -2.6% | +6.2% | +3.9% |
| 3M | +6.2% | +14.7% | -8.5% | +5.1% |
| 6M | -2.8% | +25.7% | -28.5% | -4.0% |
| YTD | +5.9% | +8.3% | -2.4% | +6.1% |
| 1Y | -1.8% | +17.3% | -19.1% | -2.1% |
| All | -1.8% | +16.8% | -18.6% | -2.1% |
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