+89.0%
ROIV vs PRU
+19.8%
+69.2%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +6.7% |
| 7D | +5.3% | +2.4% | +2.9% | +5.0% |
| 30D | +11.9% | +6.1% | +5.8% | +10.9% |
| 3M | +10.7% | -0.7% | +11.4% | +10.6% |
| 6M | +34.9% | +22.1% | +12.8% | +24.8% |
| YTD | +79.2% | +9.8% | +69.4% | +63.2% |
| 1Y | +89.0% | +19.4% | +69.7% | +68.8% |
| All | +89.0% | +19.8% | +69.2% | +68.8% |
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