+811.7%
PRU vs VICR
+1,036.4%
-224.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.4% | +1.7% |
| 7D | +3.6% | +8.3% | -4.7% | +1.5% |
| 30D | +8.9% | -35.2% | +44.0% | +17.8% |
| 3M | +0.2% | -29.8% | +30.0% | +3.9% |
| 6M | +23.7% | -48.6% | +72.3% | +32.2% |
| YTD | +13.7% | +45.1% | -31.4% | -12.0% |
| 1Y | +20.6% | +79.6% | -58.9% | -12.0% |
| 3Y | +56.3% | +335.4% | -279.1% | -21.6% |
| 5Y | +42.3% | -1.0% | +43.4% | -7.5% |
| 10Y | +99.3% | +993.1% | -893.9% | -50.8% |
| All | +811.7% | +1,036.4% | -224.8% | +33.5% |
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