+807.9%
PRU vs VICR
+1,101.1%
-293.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -1.2% |
| 7D | -2.8% | +5.7% | -8.5% | -4.6% |
| 30D | +8.5% | -35.2% | +43.7% | +17.3% |
| 3M | +1.7% | -20.3% | +22.0% | +2.2% |
| 6M | +24.8% | -46.3% | +71.0% | +31.8% |
| YTD | +13.3% | +53.4% | -40.1% | -13.5% |
| 1Y | +21.4% | +81.6% | -60.2% | -11.7% |
| 3Y | +54.8% | +360.5% | -305.8% | -23.4% |
| 5Y | +42.4% | +4.4% | +38.0% | -8.6% |
| 10Y | +98.4% | +1,055.3% | -956.9% | -51.6% |
| All | +807.9% | +1,101.1% | -293.2% | +31.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling