-52.6%
RBLX vs PRU
+27.9%
-80.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +6.6% | +1.9% | +5.3% |
| 7D | -7.5% | +9.8% | -17.2% | -11.2% |
| 30D | +10.6% | +11.6% | -1.0% | +5.4% |
| 3M | +33.3% | +3.7% | +29.6% | +30.4% |
| 6M | +3.7% | +33.0% | -29.3% | -6.4% |
| YTD | -39.1% | +16.6% | -55.7% | -47.0% |
| 1Y | -52.6% | +26.9% | -79.6% | -57.8% |
| All | -52.6% | +27.9% | -80.5% | -57.8% |
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