+303.0%
ROST vs PRU
+139.4%
+163.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.7% |
| 7D | +0.2% | +1.9% | -1.7% | -0.8% |
| 30D | -10.0% | -0.4% | -9.6% | -9.9% |
| 3M | +1.2% | +16.4% | -15.2% | -6.5% |
| 6M | +8.9% | +26.0% | -17.1% | -3.6% |
| YTD | +28.1% | +9.9% | +18.2% | +20.9% |
| 1Y | +53.0% | +18.8% | +34.2% | +38.6% |
| 3Y | +97.9% | +45.3% | +52.5% | +56.3% |
| 5Y | +112.0% | +45.6% | +66.4% | +65.1% |
| 10Y | +303.0% | +139.6% | +163.3% | +141.2% |
| All | +303.0% | +139.4% | +163.6% | +141.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling