+99.2%
PRU vs VO
+197.4%
-98.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.1% | +1.1% |
| 7D | +3.8% | -0.2% | +4.0% | +4.0% |
| 30D | +9.0% | +0.5% | +8.6% | +8.4% |
| 3M | +2.1% | -1.1% | +3.2% | +3.5% |
| 6M | +25.4% | +6.4% | +19.0% | +15.8% |
| YTD | +13.5% | +13.5% | 0.0% | -3.6% |
| 1Y | +21.3% | +13.6% | +7.8% | +3.0% |
| 3Y | +55.1% | +65.2% | -10.1% | -18.1% |
| 5Y | +43.6% | +37.7% | +5.8% | -4.9% |
| 10Y | +99.2% | +198.4% | -99.1% | -50.2% |
| All | +99.2% | +197.4% | -98.1% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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