-40.9%
ROKU vs PRU
+38.8%
-79.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +2.3% |
| 7D | +3.5% | +2.4% | +1.1% | +1.0% |
| 30D | +5.1% | +6.1% | -1.0% | -0.7% |
| 3M | +7.0% | -0.7% | +7.7% | +6.8% |
| 6M | +25.4% | +22.1% | +3.4% | +3.9% |
| YTD | +48.0% | +9.8% | +38.2% | +33.7% |
| 1Y | +53.1% | +19.4% | +33.8% | +27.9% |
| 3Y | +92.7% | +50.4% | +42.3% | +27.7% |
| All | -40.9% | +38.8% | -79.8% | -56.1% |
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 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