+7,735.3%
ROST vs PRU
+785.9%
+6,949.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.6% | +0.9% | -1.0% |
| 7D | +1.2% | +2.4% | -1.2% | +0.6% |
| 30D | +2.5% | +6.1% | -3.7% | +0.7% |
| 3M | -9.0% | -0.7% | -8.2% | -8.8% |
| 6M | +1.3% | +22.1% | -20.7% | -4.7% |
| YTD | +29.1% | +9.8% | +19.3% | +24.9% |
| 1Y | +45.4% | +19.4% | +26.1% | +37.2% |
| 3Y | +94.9% | +50.4% | +44.5% | +69.3% |
| 5Y | +104.0% | +37.2% | +66.8% | +81.7% |
| 10Y | +314.8% | +119.5% | +195.3% | +213.8% |
| All | +7,735.3% | +785.9% | +6,949.4% | +2,615.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling