+49.5%
ROST vs PRU
+20.7%
+28.8%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -1.8% | -2.8% | +1.0% | -0.7% |
| 30D | +6.8% | +8.5% | -1.7% | +4.1% |
| 3M | -4.0% | +1.7% | -5.8% | -4.7% |
| 6M | +12.9% | +24.8% | -11.9% | +5.4% |
| YTD | +34.7% | +13.3% | +21.5% | +29.7% |
| 1Y | +49.5% | +21.4% | +28.1% | +34.8% |
| All | +49.5% | +20.7% | +28.8% | +34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling