+411.6%
ROIV vs PRU
+36.1%
+375.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +7.0% |
| 7D | +5.3% | +2.4% | +2.9% | +4.6% |
| 30D | +11.9% | +6.1% | +5.8% | +9.8% |
| 3M | +10.7% | -0.7% | +11.4% | +10.6% |
| 6M | +34.9% | +22.1% | +12.8% | +25.4% |
| YTD | +79.2% | +9.8% | +69.4% | +71.7% |
| 1Y | +89.0% | +19.4% | +69.7% | +76.1% |
| 3Y | +337.3% | +50.4% | +287.0% | +278.0% |
| All | +411.6% | +36.1% | +375.4% | +372.9% |
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