+379.0%
ROIV vs PRU
+41.4%
+337.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.4% | +2.2% | +3.8% |
| 7D | +13.3% | +3.2% | +10.1% | +12.2% |
| 30D | +14.8% | +7.9% | +6.8% | +12.0% |
| 3M | +11.9% | +1.8% | +10.1% | +10.9% |
| 6M | +42.4% | +24.1% | +18.3% | +31.5% |
| YTD | +87.4% | +12.4% | +75.1% | +78.2% |
| 1Y | +97.2% | +20.9% | +76.3% | +82.8% |
| 3Y | +375.7% | +55.5% | +320.2% | +305.0% |
| 5Y | +379.0% | +42.7% | +336.4% | +346.2% |
| All | +379.0% | +41.4% | +337.6% | +346.2% |
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