+144.2%
RTX vs PRU
+46.4%
+97.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.5% |
| 7D | -5.1% | +2.4% | -7.5% | -5.8% |
| 30D | +5.1% | +6.1% | -1.0% | +3.4% |
| 3M | -14.8% | -0.7% | -14.1% | -14.8% |
| 6M | +8.0% | +22.1% | -14.0% | +2.1% |
| YTD | +4.5% | +9.8% | -5.3% | +1.2% |
| 1Y | +9.8% | +19.4% | -9.5% | +4.0% |
| 3Y | +144.2% | +50.4% | +93.8% | +135.9% |
| All | +144.2% | +46.4% | +97.8% | +135.9% |
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 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