+2,703.7%
RSG vs PRU
+806.6%
+1,897.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.3% | +1.9% | -1.6% | -0.2% |
| 30D | +7.6% | +2.7% | +4.9% | +6.9% |
| 3M | +7.4% | +19.5% | -12.0% | +3.0% |
| 6M | -3.3% | +26.6% | -29.9% | -8.7% |
| YTD | +6.0% | +12.3% | -6.3% | +2.7% |
| 1Y | -3.7% | +18.0% | -21.7% | -7.9% |
| 3Y | +59.1% | +47.0% | +12.1% | +42.6% |
| 5Y | +89.0% | +48.4% | +40.6% | +66.7% |
| 10Y | +412.5% | +142.4% | +270.1% | +282.8% |
| All | +2,703.7% | +806.6% | +1,897.1% | +1,130.9% |
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