+354.9%
ROK vs PRU
+135.5%
+219.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.1% |
| 7D | +0.2% | -1.9% | +2.0% | +1.2% |
| 30D | -1.8% | -2.6% | +0.8% | -0.5% |
| 3M | -7.2% | +14.7% | -21.9% | -14.5% |
| 6M | +14.2% | +25.7% | -11.5% | -0.2% |
| YTD | +10.6% | +8.3% | +2.3% | +4.8% |
| 1Y | +25.9% | +17.3% | +8.6% | +14.0% |
| 3Y | +50.8% | +43.2% | +7.6% | +21.6% |
| 5Y | +47.0% | +43.5% | +3.5% | +16.3% |
| 10Y | +354.9% | +134.6% | +220.3% | +147.6% |
| All | +354.9% | +135.5% | +219.4% | +147.6% |
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 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