+48.7%
RSP vs PRU
+41.4%
+7.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | +1.2% |
| 7D | +0.4% | +3.2% | -2.7% | -1.1% |
| 30D | +3.7% | +7.9% | -4.2% | 0.0% |
| 3M | +0.8% | +1.8% | -1.0% | -0.3% |
| 6M | +9.1% | +24.1% | -15.1% | -1.9% |
| YTD | +16.7% | +12.4% | +4.4% | +9.4% |
| 1Y | +19.7% | +20.9% | -1.2% | +8.1% |
| 3Y | +66.7% | +55.5% | +11.2% | +28.6% |
| 5Y | +48.7% | +42.7% | +6.0% | +18.8% |
| All | +48.7% | +41.4% | +7.3% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling