+722.3%
VEEV vs PRU
+164.8%
+557.5%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | +0.8% | +3.8% | -3.0% | -0.4% |
| 30D | +3.2% | +9.0% | -5.8% | +0.4% |
| 3M | +30.2% | +2.1% | +28.1% | +29.2% |
| 6M | +83.7% | +25.4% | +58.3% | +71.3% |
| YTD | +36.9% | +13.5% | +23.4% | +31.2% |
| 1Y | +3.3% | +21.3% | -18.0% | -3.1% |
| 3Y | +85.1% | +55.1% | +30.0% | +59.1% |
| 5Y | -2.6% | +43.6% | -46.2% | -15.3% |
| 10Y | +676.7% | +99.2% | +577.4% | +454.9% |
| All | +722.3% | +164.8% | +557.5% | +354.0% |
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