+48.3%
ROK vs PRU
+47.2%
+1.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.9% |
| 7D | +0.7% | +1.9% | -1.2% | -0.5% |
| 30D | -3.3% | +2.7% | -6.0% | -5.0% |
| 3M | -5.9% | +19.5% | -25.3% | -16.2% |
| 6M | +13.9% | +26.6% | -12.8% | -2.6% |
| YTD | +12.6% | +12.3% | +0.2% | +3.6% |
| 1Y | +28.6% | +18.0% | +10.5% | +14.4% |
| All | +48.3% | +47.2% | +1.2% | +14.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling