+7.4%
ROK vs PRU
+20.9%
-13.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.8% |
| 7D | +7.1% | +3.6% | +3.5% | +5.5% |
| 30D | -5.0% | +8.9% | -13.8% | -7.6% |
| 3M | -9.4% | +0.2% | -9.6% | -8.9% |
| 6M | -11.0% | +23.7% | -34.7% | -19.9% |
| YTD | +4.4% | +13.7% | -9.3% | -3.7% |
| 1Y | +7.4% | +20.6% | -13.2% | -5.1% |
| All | +7.4% | +20.9% | -13.5% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling