-3.5%
ROP vs PRU
+46.4%
-49.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -1.9% |
| 7D | +2.1% | +2.4% | -0.3% | +1.2% |
| 30D | +32.9% | +6.1% | +26.8% | +30.1% |
| 3M | +20.0% | -0.7% | +20.8% | +20.2% |
| 6M | +36.4% | +22.1% | +14.3% | +27.1% |
| YTD | +7.8% | +9.8% | -1.9% | +4.0% |
| 1Y | +8.0% | +19.4% | -11.4% | +1.0% |
| 3Y | -3.5% | +50.4% | -53.9% | -16.2% |
| All | -3.5% | +46.4% | -49.9% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling