-46.3%
RBLX vs PRU
+45.5%
-91.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.7% | +4.5% |
| 7D | +10.2% | +1.9% | +8.3% | +9.1% |
| 30D | +18.6% | -0.4% | +19.0% | +18.6% |
| 3M | +6.0% | +16.4% | -10.5% | -2.0% |
| 6M | -29.5% | +26.0% | -55.5% | -37.4% |
| YTD | -44.7% | +9.9% | -54.6% | -47.7% |
| 1Y | -65.1% | +18.8% | -83.9% | -68.5% |
| 3Y | +54.5% | +45.3% | +9.1% | +18.4% |
| 5Y | -46.3% | +45.6% | -91.9% | -58.2% |
| All | -46.3% | +45.5% | -91.8% | -58.2% |
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