-9.2%
VRSK vs PRU
+27.9%
-37.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.6% | -6.2% | -1.4% |
| 7D | +4.2% | +9.8% | -5.5% | +1.4% |
| 30D | +21.2% | +11.6% | +9.6% | +17.4% |
| 3M | +2.9% | +3.7% | -0.8% | +1.5% |
| 6M | +11.3% | +33.0% | -21.6% | +4.4% |
| YTD | -10.8% | +16.6% | -27.4% | -12.6% |
| 1Y | -9.2% | +26.9% | -36.1% | -10.2% |
| All | -9.2% | +27.9% | -37.0% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling