-11.8%
ROP vs PRU
+48.6%
-60.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -4.4% | +1.9% | -6.3% | -5.0% |
| 30D | +3.2% | +2.7% | +0.5% | +2.2% |
| 3M | +23.1% | +19.5% | +3.6% | +15.8% |
| 6M | +13.3% | +26.6% | -13.3% | +4.3% |
| YTD | -7.9% | +12.3% | -20.2% | -11.8% |
| 1Y | -22.1% | +18.0% | -40.1% | -26.7% |
| 3Y | -16.8% | +47.0% | -63.8% | -28.3% |
| All | -11.8% | +48.6% | -60.4% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling