+42.4%
PRU vs VICR
+7.1%
+35.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.5% |
| 7D | -2.8% | +5.7% | -8.5% | -3.3% |
| 30D | +8.5% | -35.2% | +43.7% | +11.3% |
| 3M | +1.7% | -20.3% | +22.0% | +2.0% |
| 6M | +24.8% | -46.3% | +71.0% | +27.4% |
| YTD | +13.3% | +53.4% | -40.1% | +2.3% |
| 1Y | +21.4% | +81.6% | -60.2% | +7.6% |
| 3Y | +54.8% | +360.5% | -305.8% | +18.9% |
| 5Y | +42.4% | +4.4% | +38.0% | +16.8% |
| All | +42.4% | +7.1% | +35.3% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling