+1,612.9%
RTX vs PRU
+809.8%
+803.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.3% | 0.0% | -2.2% |
| 7D | -3.8% | +4.8% | -8.6% | -5.4% |
| 30D | +4.7% | +7.9% | -3.2% | +1.9% |
| 3M | -13.4% | +3.1% | -16.5% | -14.5% |
| 6M | +11.8% | +25.2% | -13.4% | +3.3% |
| YTD | +5.8% | +12.7% | -7.0% | +0.9% |
| 1Y | +11.9% | +23.5% | -11.6% | +3.5% |
| 3Y | +146.3% | +50.6% | +95.7% | +109.4% |
| 5Y | +134.3% | +40.9% | +93.4% | +101.2% |
| 10Y | +277.9% | +125.5% | +152.4% | +171.1% |
| All | +1,612.9% | +809.8% | +803.1% | +418.6% |
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