-19.3%
VIAV vs PRU
+806.8%
-826.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.3% | +2.4% | +10.0% | +11.2% |
| 7D | +15.0% | +3.2% | +11.9% | +13.3% |
| 30D | -29.7% | +7.9% | -37.6% | -32.5% |
| 3M | -18.3% | +1.8% | -20.1% | -19.7% |
| 6M | -37.6% | +24.1% | -61.7% | -44.3% |
| YTD | +79.5% | +12.4% | +67.1% | +67.3% |
| 1Y | +79.6% | +20.9% | +58.7% | +61.8% |
| 3Y | +310.0% | +55.5% | +254.5% | +223.9% |
| 5Y | +105.9% | +42.7% | +63.3% | +66.2% |
| 10Y | +309.0% | +106.1% | +202.8% | +151.8% |
| All | -19.3% | +806.8% | -826.1% | -84.5% |
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