+373.1%
ROIV vs PRU
+38.4%
+334.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.3% | -0.9% | -3.2% |
| 7D | -2.4% | +4.8% | -7.2% | -3.8% |
| 30D | +3.1% | +7.9% | -4.8% | +0.7% |
| 3M | +5.8% | +3.1% | +2.7% | +4.6% |
| 6M | +29.3% | +25.2% | +4.1% | +19.3% |
| YTD | +68.8% | +12.7% | +56.0% | +60.5% |
| 1Y | +81.0% | +23.5% | +57.5% | +66.9% |
| 3Y | +294.6% | +50.6% | +244.0% | +240.7% |
| 5Y | +373.1% | +40.9% | +332.3% | +329.6% |
| All | +373.1% | +38.4% | +334.7% | +329.6% |
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