+302.4%
ROIV vs PRU
+105.3%
+197.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +9.5% | -2.8% | +12.3% | +10.3% |
| 30D | +21.0% | +8.5% | +12.5% | +18.4% |
| 3M | +18.7% | +1.7% | +17.0% | +17.9% |
| 6M | +44.5% | +24.8% | +19.8% | +35.1% |
| YTD | +92.9% | +13.3% | +79.6% | +84.5% |
| 1Y | +100.2% | +21.4% | +78.9% | +87.8% |
| 3Y | +375.0% | +54.8% | +320.2% | +319.7% |
| 5Y | +435.2% | +42.4% | +392.8% | +378.0% |
| All | +302.4% | +105.3% | +197.1% | +259.5% |
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