+3.0%
ROP vs PRU
+43.3%
-40.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.8% |
| 7D | -2.9% | -2.8% | -0.1% | -2.0% |
| 30D | +30.1% | +8.5% | +21.5% | +26.3% |
| 3M | +19.9% | +1.7% | +18.1% | +19.0% |
| 6M | +46.0% | +24.8% | +21.3% | +35.1% |
| YTD | +8.4% | +13.3% | -4.9% | +3.3% |
| 1Y | +8.8% | +21.4% | -12.6% | +1.2% |
| 3Y | -5.6% | +54.8% | -60.4% | -20.5% |
| 5Y | +3.0% | +42.4% | -39.4% | -12.4% |
| All | +3.0% | +43.3% | -40.3% | -12.4% |
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