+134.6%
PRU vs VIG
+241.3%
-106.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -0.7% |
| 7D | -1.9% | -1.2% | -0.7% | -0.2% |
| 30D | -2.6% | -2.8% | +0.2% | +1.6% |
| 3M | +14.7% | +2.5% | +12.2% | +10.8% |
| 6M | +25.7% | +8.1% | +17.6% | +12.2% |
| YTD | +8.3% | +9.6% | -1.3% | -5.3% |
| 1Y | +17.3% | +14.2% | +3.2% | -3.4% |
| 3Y | +43.2% | +56.1% | -12.9% | -25.1% |
| 5Y | +43.5% | +62.8% | -19.3% | -29.8% |
| 10Y | +134.6% | +248.2% | -113.6% | -58.0% |
| All | +134.6% | +241.3% | -106.8% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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