+266.7%
ROK vs PRU
+98.4%
+168.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.4% |
| 7D | -8.5% | -2.8% | -5.7% | -6.8% |
| 30D | -6.4% | +8.5% | -14.9% | -10.6% |
| 3M | -8.8% | +1.7% | -10.6% | -10.0% |
| 6M | -10.5% | +24.8% | -35.3% | -21.5% |
| YTD | +5.4% | +13.3% | -7.9% | -2.7% |
| 1Y | +5.0% | +21.4% | -16.4% | -6.8% |
| 3Y | +64.3% | +54.8% | +9.5% | +26.8% |
| 5Y | +34.0% | +42.4% | -8.4% | +6.4% |
| All | +266.7% | +98.4% | +168.3% | +120.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling