-37.7%
RBLX vs PRU
+74.3%
-112.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.3% | +4.7% |
| 7D | +12.4% | +1.9% | +10.5% | +11.4% |
| 30D | +19.7% | +2.7% | +17.0% | +18.1% |
| 3M | -0.1% | +19.5% | -19.6% | -7.7% |
| 6M | -35.7% | +26.6% | -62.4% | -42.3% |
| YTD | -46.6% | +12.3% | -58.9% | -49.6% |
| 1Y | -66.6% | +18.0% | -84.7% | -69.4% |
| 3Y | +52.3% | +47.0% | +5.3% | +21.6% |
| 5Y | -47.7% | +48.4% | -96.2% | -57.5% |
| All | -37.7% | +74.3% | -112.0% | -47.6% |
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