+559.3%
ROKU vs PRU
+71.4%
+487.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.6% | -0.1% | +0.2% |
| 7D | -0.4% | -2.3% | +1.9% | +0.6% |
| 30D | +2.1% | -1.7% | +3.8% | +2.8% |
| 3M | +29.5% | +13.2% | +16.3% | +22.3% |
| 6M | +53.8% | +28.8% | +25.0% | +37.1% |
| YTD | +42.8% | +9.8% | +33.0% | +36.4% |
| 1Y | +60.7% | +17.4% | +43.4% | +48.8% |
| 3Y | +83.9% | +44.9% | +39.0% | +58.8% |
| 5Y | -52.8% | +46.6% | -99.4% | -58.8% |
| All | +559.3% | +71.4% | +487.9% | +543.5% |
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