-100.0%
VIVK vs PRU
+45.5%
-145.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -2.2% | +9.8% | +8.4% |
| 7D | +13.1% | +1.9% | +11.1% | +12.4% |
| 30D | -29.7% | -0.4% | -29.2% | -29.5% |
| 3M | -93.0% | +16.4% | -109.4% | -93.3% |
| 6M | -98.0% | +26.0% | -124.0% | -98.2% |
| YTD | -97.8% | +9.9% | -107.7% | -97.9% |
| 1Y | -100.0% | +18.8% | -118.7% | -100.0% |
| 3Y | -100.0% | +45.3% | -145.3% | -100.0% |
| 5Y | -100.0% | +45.6% | -145.6% | -100.0% |
| All | -100.0% | +45.5% | -145.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling