+207.8%
RVMD vs PRU
+22.1%
+185.7%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.6% | -3.8% |
| 7D | -0.6% | +3.8% | -4.4% | -1.1% |
| 30D | +1.7% | +9.0% | -7.3% | +0.2% |
| 3M | -6.7% | +2.1% | -8.9% | -6.8% |
| 6M | +36.1% | +25.4% | +10.7% | +29.5% |
| YTD | +142.4% | +13.5% | +128.9% | +121.9% |
| 1Y | +207.8% | +21.3% | +186.4% | +182.7% |
| All | +207.8% | +22.1% | +185.7% | +182.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling