+214.7%
ROL vs PRU
+107.2%
+107.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +3.4% | +3.8% | -0.4% | +2.4% |
| 30D | +20.8% | +9.0% | +11.7% | +18.3% |
| 3M | +3.7% | +2.1% | +1.6% | +3.1% |
| 6M | -27.7% | +25.4% | -53.1% | -31.5% |
| YTD | -34.9% | +13.5% | -48.4% | -37.1% |
| 1Y | -33.3% | +21.3% | -54.6% | -36.6% |
| 3Y | +4.3% | +55.1% | -50.8% | -8.1% |
| 5Y | +15.0% | +43.6% | -28.6% | +1.9% |
| 10Y | +214.7% | +99.2% | +115.4% | +140.5% |
| All | +214.7% | +107.2% | +107.5% | +140.5% |
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