+54.7%
RSP vs PRU
+47.2%
+7.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.8% | +1.9% | -2.6% | -1.5% |
| 30D | -0.3% | +2.7% | -3.1% | -1.5% |
| 3M | +4.3% | +19.5% | -15.2% | -3.3% |
| 6M | +8.8% | +26.6% | -17.8% | -1.8% |
| YTD | +15.3% | +12.3% | +2.9% | +9.2% |
| 1Y | +18.3% | +18.0% | +0.2% | +9.4% |
| All | +54.7% | +47.2% | +7.6% | +23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling