+250.4%
ROIV vs PRU
+48.6%
+201.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +1.8% |
| 7D | +0.6% | +1.9% | -1.2% | 0.0% |
| 30D | +1.0% | +2.7% | -1.8% | 0.0% |
| 3M | +18.3% | +19.5% | -1.2% | +11.3% |
| 6M | +18.3% | +26.6% | -8.3% | +9.0% |
| YTD | +61.0% | +12.3% | +48.6% | +53.7% |
| 1Y | +177.9% | +18.0% | +159.8% | +160.6% |
| 3Y | +199.1% | +47.0% | +152.0% | +160.8% |
| All | +250.4% | +48.6% | +201.8% | +232.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling