+96.6%
ROST vs PRU
+47.2%
+49.4%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | +0.9% | +1.9% | -0.9% | +0.3% |
| 30D | -8.9% | +2.7% | -11.6% | -9.7% |
| 3M | -0.8% | +19.5% | -20.3% | -6.5% |
| 6M | +8.5% | +26.6% | -18.2% | 0.0% |
| YTD | +28.6% | +12.3% | +16.2% | +23.2% |
| 1Y | +52.3% | +18.0% | +34.3% | +43.3% |
| All | +96.6% | +47.2% | +49.4% | +61.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling