+578.1%
VRSK vs PRU
+364.0%
+214.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.2% | -3.4% | -5.0% |
| 7D | -9.7% | +1.9% | -11.6% | -10.2% |
| 30D | -8.5% | -0.4% | -8.1% | -8.4% |
| 3M | -1.7% | +16.4% | -18.1% | -5.7% |
| 6M | -17.9% | +26.0% | -43.9% | -23.1% |
| YTD | -21.1% | +9.9% | -31.0% | -23.4% |
| 1Y | -35.1% | +18.8% | -53.9% | -38.4% |
| 3Y | -26.7% | +45.3% | -72.0% | -35.1% |
| 5Y | -12.0% | +45.6% | -57.6% | -23.2% |
| 10Y | +122.9% | +139.6% | -16.7% | +55.5% |
| All | +578.1% | +364.0% | +214.1% | +294.0% |
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