+487.5%
RVMD vs PRU
+36.1%
+451.3%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | -2.6% | +10.9% | +9.6% |
| 7D | +0.5% | +2.4% | -1.9% | -0.8% |
| 30D | -4.3% | +6.1% | -10.4% | -7.5% |
| 3M | -2.8% | -0.7% | -2.1% | -2.7% |
| 6M | +27.3% | +22.1% | +5.2% | +13.0% |
| YTD | +141.4% | +9.8% | +131.6% | +125.5% |
| 1Y | +213.3% | +19.4% | +193.9% | +178.1% |
| 3Y | +792.7% | +50.4% | +742.3% | +565.2% |
| All | +487.5% | +36.1% | +451.3% | +388.2% |
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