+1,120.4%
RSP vs PRU
+717.0%
+403.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -1.7% |
| 7D | -1.4% | +4.8% | -6.2% | -3.1% |
| 30D | +2.1% | +7.9% | -5.7% | -0.6% |
| 3M | -0.9% | +3.1% | -4.0% | -2.2% |
| 6M | +7.5% | +25.2% | -17.7% | -1.0% |
| YTD | +14.6% | +12.7% | +1.8% | +9.0% |
| 1Y | +17.6% | +23.5% | -5.9% | +8.4% |
| 3Y | +60.8% | +50.6% | +10.2% | +36.8% |
| 5Y | +46.1% | +40.9% | +5.3% | +26.3% |
| 10Y | +221.4% | +125.5% | +95.9% | +124.6% |
| All | +1,120.4% | +717.0% | +403.4% | +296.5% |
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