-6.3%
ROP vs PRU
+56.1%
-62.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.2% |
| 7D | +0.2% | +3.8% | -3.6% | -1.3% |
| 30D | +30.3% | +9.0% | +21.3% | +26.2% |
| 3M | +17.8% | +2.1% | +15.6% | +16.7% |
| 6M | +38.9% | +25.4% | +13.5% | +28.0% |
| YTD | +7.6% | +13.5% | -5.9% | +2.5% |
| 1Y | +6.5% | +21.3% | -14.8% | -1.1% |
| 3Y | -6.3% | +55.1% | -61.4% | -20.2% |
| All | -6.3% | +56.1% | -62.4% | -20.2% |
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