-34.7%
ROL vs PRU
+27.9%
-62.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.6% | -3.8% | +1.1% |
| 7D | +14.6% | +9.8% | +4.8% | +12.0% |
| 30D | +29.3% | +11.6% | +17.7% | +26.1% |
| 3M | +2.0% | +3.7% | -1.7% | +0.6% |
| 6M | -28.5% | +33.0% | -61.5% | -31.9% |
| YTD | -35.3% | +16.6% | -51.9% | -38.1% |
| 1Y | -34.7% | +26.9% | -61.6% | -38.8% |
| All | -34.7% | +27.9% | -62.6% | -38.8% |
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 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