+317.8%
ROST vs PRU
+102.7%
+215.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.8% | -2.8% | +1.0% | -0.3% |
| 30D | +6.8% | +8.5% | -1.7% | +2.6% |
| 3M | -4.0% | +1.7% | -5.8% | -4.9% |
| 6M | +12.9% | +24.8% | -11.9% | +0.5% |
| YTD | +34.7% | +13.3% | +21.5% | +25.2% |
| 1Y | +49.5% | +21.4% | +28.1% | +34.1% |
| 3Y | +101.5% | +54.8% | +46.7% | +53.8% |
| 5Y | +120.7% | +42.4% | +78.3% | +73.9% |
| 10Y | +317.8% | +98.4% | +219.4% | +150.7% |
| All | +317.8% | +102.7% | +215.2% | +150.7% |
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