+280.1%
ROIV vs PRU
+106.2%
+173.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.4% |
| 7D | +1.7% | +3.6% | -1.9% | +0.7% |
| 30D | +17.6% | +8.9% | +8.7% | +14.9% |
| 3M | +9.0% | +0.2% | +8.8% | +8.7% |
| 6M | +35.3% | +23.7% | +11.5% | +26.8% |
| YTD | +82.2% | +13.7% | +68.4% | +74.0% |
| 1Y | +92.3% | +20.6% | +71.6% | +80.6% |
| 3Y | +336.8% | +56.3% | +280.5% | +285.1% |
| 5Y | +370.6% | +42.3% | +328.3% | +319.8% |
| All | +280.1% | +106.2% | +173.9% | +239.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling