+151.7%
RTX vs PRU
+43.3%
+108.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +1.4% | -2.8% | +4.3% | +2.5% |
| 30D | +7.8% | +8.5% | -0.7% | +4.7% |
| 3M | -9.8% | +1.7% | -11.5% | -10.5% |
| 6M | +13.5% | +24.8% | -11.2% | +4.7% |
| YTD | +10.9% | +13.3% | -2.3% | +5.4% |
| 1Y | +14.0% | +21.4% | -7.4% | +5.6% |
| 3Y | +159.9% | +54.8% | +105.1% | +112.9% |
| 5Y | +151.7% | +42.4% | +109.3% | +107.5% |
| All | +151.7% | +43.3% | +108.4% | +107.5% |
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 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