+100.2%
ROIV vs PRU
+20.7%
+79.5%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +9.5% | -2.8% | +12.3% | +10.1% |
| 30D | +21.0% | +8.5% | +12.5% | +19.4% |
| 3M | +18.7% | +1.7% | +17.0% | +18.1% |
| 6M | +44.5% | +24.8% | +19.8% | +33.4% |
| YTD | +92.9% | +13.3% | +79.6% | +74.4% |
| 1Y | +100.2% | +21.4% | +78.9% | +80.0% |
| All | +100.2% | +20.7% | +79.5% | +80.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling