+112.0%
ROST vs PRU
+42.1%
+69.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.8% |
| 7D | +0.3% | +3.6% | -3.4% | -1.4% |
| 30D | +0.5% | +8.9% | -8.4% | -3.3% |
| 3M | -5.2% | +0.2% | -5.4% | -5.4% |
| 6M | +9.8% | +23.7% | -13.9% | -0.7% |
| YTD | +29.4% | +13.7% | +15.6% | +21.1% |
| 1Y | +44.4% | +20.6% | +23.7% | +31.3% |
| 3Y | +95.0% | +56.3% | +38.7% | +47.4% |
| All | +112.0% | +42.1% | +69.8% | +69.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling