+14.7%
RTX vs PRU
+27.9%
-13.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -4.2% |
| 7D | +1.3% | +9.8% | -8.4% | -1.2% |
| 30D | +7.6% | +11.6% | -3.9% | +4.5% |
| 3M | -8.6% | +3.7% | -12.3% | -9.5% |
| 6M | +15.6% | +33.0% | -17.3% | +6.6% |
| YTD | +9.4% | +16.6% | -7.2% | +2.7% |
| 1Y | +14.7% | +26.9% | -12.3% | +8.7% |
| All | +14.7% | +27.9% | -13.2% | +8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling