+568.0%
RVMD vs PRU
+81.7%
+486.4%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.6% | -4.0% |
| 7D | -0.6% | +3.8% | -4.4% | -2.2% |
| 30D | +1.7% | +9.0% | -7.3% | -2.3% |
| 3M | -6.7% | +2.1% | -8.9% | -7.8% |
| 6M | +36.1% | +25.4% | +10.7% | +22.1% |
| YTD | +142.4% | +13.5% | +128.9% | +126.1% |
| 1Y | +207.8% | +21.3% | +186.4% | +178.1% |
| 3Y | +879.5% | +55.1% | +824.4% | +682.5% |
| 5Y | +509.0% | +43.6% | +465.5% | +403.3% |
| All | +568.0% | +81.7% | +486.4% | +349.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling