+112.3%
ROST vs PRU
+48.6%
+63.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | +0.9% | +1.9% | -0.9% | +0.1% |
| 30D | -8.9% | +2.7% | -11.6% | -10.0% |
| 3M | -0.8% | +19.5% | -20.3% | -8.7% |
| 6M | +8.5% | +26.6% | -18.2% | -3.0% |
| YTD | +28.6% | +12.3% | +16.2% | +21.1% |
| 1Y | +52.3% | +18.0% | +34.3% | +39.9% |
| 3Y | +94.8% | +47.0% | +47.8% | +53.2% |
| All | +112.3% | +48.6% | +63.8% | +65.4% |
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