+545.5%
RVMD vs PRU
+46.6%
+498.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -0.1% |
| 7D | -1.2% | +1.9% | -3.1% | -2.2% |
| 30D | +1.1% | -0.4% | +1.5% | +1.2% |
| 3M | +39.6% | +16.4% | +23.2% | +28.0% |
| 6M | +110.7% | +26.0% | +84.7% | +83.9% |
| YTD | +160.3% | +9.9% | +150.4% | +143.3% |
| 1Y | +404.9% | +18.8% | +386.2% | +348.6% |
| 3Y | +545.5% | +45.4% | +500.1% | +274.8% |
| All | +545.5% | +46.6% | +498.8% | +274.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling