+1,127.7%
RSP vs PRU
+714.0%
+413.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.8% | +1.9% | -2.6% | -1.4% |
| 30D | -0.3% | +2.7% | -3.1% | -1.3% |
| 3M | +4.3% | +19.5% | -15.2% | -2.2% |
| 6M | +8.8% | +26.6% | -17.8% | -0.2% |
| YTD | +15.3% | +12.3% | +2.9% | +10.0% |
| 1Y | +18.3% | +18.0% | +0.2% | +10.7% |
| 3Y | +52.8% | +47.0% | +5.8% | +31.2% |
| 5Y | +51.7% | +48.4% | +3.3% | +28.8% |
| 10Y | +208.5% | +142.4% | +66.0% | +110.8% |
| All | +1,127.7% | +714.0% | +413.7% | +299.9% |
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