+62.3%
ROKU vs PRU
+18.5%
+43.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.4% |
| 7D | -2.6% | -3.8% | +1.2% | -0.6% |
| 30D | +2.1% | -2.0% | +4.1% | +3.2% |
| 3M | +31.8% | +14.0% | +17.8% | +22.1% |
| 6M | +53.3% | +27.2% | +26.0% | +33.7% |
| YTD | +42.1% | +9.1% | +33.0% | +32.3% |
| 1Y | +62.3% | +18.1% | +44.3% | +42.9% |
| All | +62.3% | +18.5% | +43.9% | +42.9% |
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