+210.7%
ROL vs PRU
+145.9%
+64.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.6% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -4.1% | +2.7% | -6.8% | -4.7% |
| 3M | -22.5% | +19.5% | -42.0% | -25.8% |
| 6M | -37.7% | +26.6% | -64.3% | -41.2% |
| YTD | -39.6% | +12.3% | -51.9% | -41.5% |
| 1Y | -36.0% | +18.0% | -54.1% | -38.8% |
| 3Y | -5.1% | +47.0% | -52.2% | -15.2% |
| 5Y | -3.4% | +48.4% | -51.8% | -15.1% |
| All | +210.7% | +145.9% | +64.7% | +121.3% |
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