+262.6%
ROK vs PRU
+107.2%
+155.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.0% | +1.4% |
| 7D | -11.0% | +3.8% | -14.8% | -12.8% |
| 30D | -8.2% | +9.0% | -17.2% | -12.5% |
| 3M | -8.5% | +2.1% | -10.6% | -9.8% |
| 6M | -12.0% | +25.4% | -37.4% | -23.0% |
| YTD | +3.1% | +13.5% | -10.5% | -5.0% |
| 1Y | +2.9% | +21.3% | -18.5% | -8.7% |
| 3Y | +60.7% | +55.1% | +5.5% | +23.8% |
| 5Y | +29.5% | +43.6% | -14.1% | +2.3% |
| 10Y | +262.6% | +99.2% | +163.4% | +119.0% |
| All | +262.6% | +107.2% | +155.4% | +119.0% |
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