+218.4%
PRU vs VIG
+623.5%
-405.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.1% |
| 7D | +1.9% | -0.4% | +2.3% | +2.7% |
| 30D | +2.7% | -1.0% | +3.7% | +4.6% |
| 3M | +19.5% | +2.8% | +16.7% | +13.5% |
| 6M | +26.6% | +8.2% | +18.4% | +9.2% |
| YTD | +12.3% | +11.0% | +1.3% | -7.7% |
| 1Y | +18.0% | +16.1% | +1.9% | -10.9% |
| 3Y | +47.0% | +56.2% | -9.1% | -36.4% |
| 5Y | +48.4% | +63.0% | -14.6% | -42.4% |
| 10Y | +142.4% | +241.4% | -99.0% | -78.4% |
| All | +218.4% | +623.5% | -405.2% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling