+132.9%
PRU vs VICR
+1,553.5%
-1,420.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.9% | +3.4% | -0.8% |
| 7D | -1.9% | +1.3% | -3.1% | -2.1% |
| 30D | -2.6% | -11.9% | +9.4% | -1.2% |
| 3M | +14.7% | -35.1% | +49.8% | +19.5% |
| 6M | +25.7% | +8.1% | +17.5% | +17.5% |
| YTD | +8.3% | +67.8% | -59.5% | -6.8% |
| 1Y | +17.3% | +267.3% | -250.0% | -12.9% |
| 3Y | +43.2% | +191.2% | -148.0% | +3.5% |
| 5Y | +43.5% | +48.1% | -4.6% | +8.4% |
| All | +132.9% | +1,553.5% | -1,420.6% | -3.9% |
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