+2,383.5%
ROP vs PRU
+785.9%
+1,597.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.6% | -0.3% | -2.0% |
| 7D | +2.1% | +2.4% | -0.3% | +1.3% |
| 30D | +32.9% | +6.1% | +26.8% | +30.3% |
| 3M | +20.0% | -0.7% | +20.8% | +20.3% |
| 6M | +36.4% | +22.1% | +14.3% | +27.4% |
| YTD | +7.8% | +9.8% | -1.9% | +4.0% |
| 1Y | +8.0% | +19.4% | -11.4% | +1.2% |
| 3Y | -3.5% | +50.4% | -53.9% | -17.4% |
| 5Y | +1.5% | +37.2% | -35.7% | -11.9% |
| 10Y | +198.5% | +119.5% | +78.9% | +105.7% |
| All | +2,383.5% | +785.9% | +1,597.6% | +616.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling