+37.0%
PRU vs VIG
+59.0%
-22.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.2% |
| 7D | +2.4% | -1.8% | +4.2% | +4.8% |
| 30D | +6.1% | +2.7% | +3.4% | +2.9% |
| 3M | -0.7% | 0.0% | -0.7% | -0.5% |
| 6M | +22.1% | +6.8% | +15.3% | +12.9% |
| YTD | +9.8% | +12.1% | -2.3% | -4.4% |
| 1Y | +19.4% | +14.8% | +4.5% | +0.8% |
| 3Y | +50.4% | +62.4% | -12.1% | -15.4% |
| All | +37.0% | +59.0% | -22.0% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling