+123.5%
VRSK vs PRU
+138.7%
-15.2%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -7.7% | -3.8% | -3.9% | -6.7% |
| 30D | -2.8% | -2.0% | -0.8% | -2.3% |
| 3M | -3.7% | +14.0% | -17.7% | -7.3% |
| 6M | -12.8% | +27.2% | -40.0% | -18.8% |
| YTD | -21.0% | +9.1% | -30.0% | -23.2% |
| 1Y | -32.5% | +18.1% | -50.5% | -35.9% |
| 3Y | -26.5% | +44.3% | -70.8% | -35.3% |
| 5Y | -11.5% | +45.7% | -57.2% | -23.4% |
| All | +123.5% | +138.7% | -15.2% | +55.2% |
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 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