-100.0%
VIVK vs PRU
+102.7%
-202.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.3% | -0.2% | -14.1% | -14.3% |
| 7D | -48.0% | -2.8% | -45.2% | -47.7% |
| 30D | -88.4% | +8.5% | -96.9% | -88.7% |
| 3M | -98.7% | +1.7% | -100.5% | -98.7% |
| 6M | -100.0% | +24.8% | -124.7% | -100.0% |
| YTD | -100.0% | +13.3% | -113.2% | -100.0% |
| 1Y | -100.0% | +21.4% | -121.4% | -100.0% |
| 3Y | -100.0% | +54.8% | -154.8% | -100.0% |
| 5Y | -100.0% | +42.4% | -142.4% | -100.0% |
| 10Y | -100.0% | +98.4% | -198.4% | -100.0% |
| All | -100.0% | +102.7% | -202.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling