+134.7%
PRU vs VICR
+1,501.2%
-1,366.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.2% | +3.9% | +1.2% |
| 7D | -3.8% | -0.4% | -3.4% | -3.8% |
| 30D | -2.0% | -15.6% | +13.5% | -0.1% |
| 3M | +14.0% | -35.4% | +49.3% | +18.7% |
| 6M | +27.2% | +1.3% | +26.0% | +20.1% |
| YTD | +9.1% | +62.5% | -53.4% | -5.7% |
| 1Y | +18.1% | +255.5% | -237.4% | -12.0% |
| 3Y | +44.3% | +182.0% | -137.7% | +4.7% |
| 5Y | +45.7% | +42.9% | +2.8% | +10.7% |
| All | +134.7% | +1,501.2% | -1,366.5% | -2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VICR 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling