+97.7%
PRU vs VICR
+978.3%
-880.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +1.4% |
| 7D | +3.6% | +8.3% | -4.7% | +2.5% |
| 30D | +8.9% | -35.2% | +44.0% | +13.8% |
| 3M | +0.2% | -29.8% | +30.0% | +2.4% |
| 6M | +23.7% | -48.6% | +72.3% | +28.9% |
| YTD | +13.7% | +45.1% | -31.4% | -2.4% |
| 1Y | +20.6% | +79.6% | -58.9% | -0.2% |
| 3Y | +56.3% | +335.4% | -279.1% | +3.0% |
| 5Y | +42.3% | -1.0% | +43.4% | +14.8% |
| All | +97.7% | +978.3% | -880.6% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling