-100.0%
VIVK vs PRU
+396.2%
-496.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.0% | -11.4% | -12.1% |
| 7D | -1.4% | +1.9% | -3.2% | -1.6% |
| 30D | -43.6% | +2.7% | -46.3% | -43.8% |
| 3M | -95.1% | +19.5% | -114.6% | -95.3% |
| 6M | -98.2% | +26.6% | -124.8% | -98.3% |
| YTD | -97.9% | +12.3% | -110.3% | -98.0% |
| 1Y | -100.0% | +18.0% | -118.0% | -100.0% |
| 3Y | -100.0% | +47.0% | -147.0% | -100.0% |
| 5Y | -100.0% | +48.4% | -148.4% | -100.0% |
| 10Y | -100.0% | +142.4% | -242.4% | -100.0% |
| All | -100.0% | +396.2% | -496.2% | -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 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