-11.5%
VRSK vs PRU
+43.4%
-54.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.0% | -1.4% |
| 7D | -7.7% | -3.8% | -3.9% | -6.8% |
| 30D | -2.8% | -2.0% | -0.8% | -2.3% |
| 3M | -3.7% | +14.0% | -17.7% | -6.9% |
| 6M | -12.8% | +27.2% | -40.0% | -18.3% |
| YTD | -21.0% | +9.1% | -30.0% | -22.9% |
| 1Y | -32.5% | +18.1% | -50.5% | -35.5% |
| 3Y | -26.5% | +44.3% | -70.8% | -35.1% |
| 5Y | -11.5% | +45.7% | -57.2% | -21.5% |
| All | -11.5% | +43.4% | -54.9% | -21.5% |
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