+266.4%
ROK vs PRU
+115.4%
+151.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +2.3% |
| 7D | -11.5% | +3.2% | -14.7% | -13.0% |
| 30D | -10.0% | +7.9% | -17.9% | -13.8% |
| 3M | -11.4% | +1.8% | -13.2% | -12.6% |
| 6M | -13.7% | +24.1% | -37.8% | -24.1% |
| YTD | +1.0% | +12.4% | -11.3% | -6.3% |
| 1Y | +5.6% | +20.9% | -15.3% | -6.0% |
| 3Y | +59.1% | +55.5% | +3.6% | +22.5% |
| 5Y | +26.1% | +42.7% | -16.5% | 0.0% |
| 10Y | +266.4% | +106.1% | +160.3% | +112.8% |
| All | +266.4% | +115.4% | +151.0% | +112.8% |
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