+99.2%
PRU vs VIG
+259.6%
-160.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.8% | +0.7% |
| 7D | +3.8% | +1.0% | +2.8% | +2.4% |
| 30D | +9.0% | +4.5% | +4.5% | +2.4% |
| 3M | +2.1% | +2.1% | +0.1% | -0.7% |
| 6M | +25.4% | +10.5% | +14.9% | +8.6% |
| YTD | +13.5% | +15.1% | -1.6% | -7.4% |
| 1Y | +21.3% | +16.9% | +4.4% | -3.3% |
| 3Y | +55.1% | +65.6% | -10.4% | -25.5% |
| 5Y | +43.6% | +64.4% | -20.8% | -30.4% |
| 10Y | +99.2% | +260.6% | -161.4% | -66.3% |
| All | +99.2% | +259.6% | -160.4% | -66.3% |
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