+3,027.4%
RSG vs PRU
+816.1%
+2,211.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +2.0% | +3.8% | -1.8% | +1.0% |
| 30D | +14.2% | +9.0% | +5.1% | +11.8% |
| 3M | +15.8% | +2.1% | +13.6% | +15.0% |
| 6M | +24.6% | +25.4% | -0.8% | +17.9% |
| YTD | +18.2% | +13.5% | +4.7% | +14.1% |
| 1Y | +22.8% | +21.3% | +1.4% | +16.6% |
| 3Y | +62.4% | +55.1% | +7.3% | +43.7% |
| 5Y | +96.0% | +43.6% | +52.5% | +74.3% |
| 10Y | +448.5% | +99.2% | +349.3% | +327.6% |
| All | +3,027.4% | +816.1% | +2,211.3% | +1,268.3% |
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