-54.8%
ROKU vs PRU
+43.7%
-98.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -0.3% |
| 7D | -3.0% | -1.9% | -1.2% | -1.5% |
| 30D | +0.7% | -2.6% | +3.3% | +2.8% |
| 3M | +26.5% | +14.7% | +11.8% | +11.6% |
| 6M | +52.6% | +25.7% | +27.0% | +24.1% |
| YTD | +40.9% | +8.3% | +32.7% | +29.8% |
| 1Y | +57.6% | +17.3% | +40.3% | +34.4% |
| 3Y | +83.2% | +43.2% | +40.0% | +28.8% |
| 5Y | -54.8% | +43.5% | -98.3% | -66.8% |
| All | -54.8% | +43.7% | -98.6% | -66.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling