-100.0%
VIVK vs PRU
+97.4%
-197.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.0% | -9.5% |
| 7D | -38.6% | 0.0% | -38.6% | -38.8% |
| 30D | -87.7% | +7.9% | -95.7% | -88.0% |
| 3M | -98.9% | +0.9% | -99.7% | -98.9% |
| 6M | -100.0% | +22.4% | -122.3% | -100.0% |
| YTD | -100.0% | +12.7% | -112.7% | -100.0% |
| 1Y | -100.0% | +19.6% | -119.6% | -100.0% |
| 3Y | -100.0% | +54.0% | -154.0% | -100.0% |
| 5Y | -100.0% | +41.0% | -141.0% | -100.0% |
| All | -100.0% | +97.4% | -197.4% | -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