+640.3%
VEEV vs PRU
+162.0%
+478.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.0% | -2.3% | -3.0% |
| 7D | -0.6% | +1.9% | -2.4% | -1.2% |
| 30D | +28.8% | +2.7% | +26.1% | +27.8% |
| 3M | +54.0% | +19.5% | +34.6% | +46.0% |
| 6M | +46.0% | +26.6% | +19.3% | +35.7% |
| YTD | +23.2% | +12.3% | +10.9% | +18.6% |
| 1Y | +1.9% | +18.0% | -16.2% | -3.6% |
| 3Y | +27.0% | +47.0% | -20.0% | +11.0% |
| 5Y | -13.4% | +48.4% | -61.8% | -25.4% |
| 10Y | +575.2% | +142.4% | +432.8% | +337.7% |
| All | +640.3% | +162.0% | +478.3% | +310.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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