+183.6%
ROP vs PRU
+115.4%
+68.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -1.9% |
| 7D | -1.6% | +3.2% | -4.8% | -2.8% |
| 30D | +29.5% | +7.9% | +21.6% | +25.9% |
| 3M | +17.5% | +1.8% | +15.7% | +16.7% |
| 6M | +38.1% | +24.1% | +13.9% | +27.3% |
| YTD | +7.0% | +12.4% | -5.4% | +2.0% |
| 1Y | +6.5% | +20.9% | -14.4% | -1.3% |
| 3Y | -5.5% | +55.5% | -60.9% | -21.4% |
| 5Y | -0.4% | +42.7% | -43.0% | -16.2% |
| 10Y | +183.6% | +106.1% | +77.4% | +87.9% |
| All | +183.6% | +115.4% | +68.2% | +87.9% |
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