+4,328.8%
ROL vs PRU
+806.6%
+3,522.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.7% |
| 7D | -1.4% | +1.9% | -3.3% | -1.9% |
| 30D | -4.1% | +2.7% | -6.8% | -4.8% |
| 3M | -22.5% | +19.5% | -42.0% | -26.2% |
| 6M | -37.7% | +26.6% | -64.3% | -41.6% |
| YTD | -39.6% | +12.3% | -51.9% | -41.7% |
| 1Y | -36.0% | +18.0% | -54.1% | -39.1% |
| 3Y | -5.1% | +47.0% | -52.2% | -16.2% |
| 5Y | -3.4% | +48.4% | -51.8% | -16.2% |
| 10Y | +215.2% | +142.4% | +72.8% | +121.6% |
| All | +4,328.8% | +806.6% | +3,522.2% | +1,267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling