+132.6%
RTX vs PRU
+36.1%
+96.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.3% |
| 7D | -5.1% | +2.4% | -7.5% | -6.0% |
| 30D | +5.1% | +6.1% | -1.0% | +2.8% |
| 3M | -14.8% | -0.7% | -14.1% | -14.8% |
| 6M | +8.0% | +22.1% | -14.0% | +0.4% |
| YTD | +4.5% | +9.8% | -5.3% | +0.4% |
| 1Y | +9.8% | +19.4% | -9.5% | +2.4% |
| 3Y | +144.2% | +50.4% | +93.8% | +102.1% |
| All | +132.6% | +36.1% | +96.5% | +95.2% |
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