+139.6%
PRU vs VO
+192.5%
-52.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -1.5% |
| 7D | +1.9% | +0.6% | +1.3% | +1.2% |
| 30D | -0.4% | -1.1% | +0.6% | +0.9% |
| 3M | +16.4% | +4.5% | +11.9% | +10.1% |
| 6M | +26.0% | +11.1% | +15.0% | +10.2% |
| YTD | +9.9% | +13.5% | -3.6% | -6.5% |
| 1Y | +18.8% | +14.5% | +4.3% | -0.2% |
| 3Y | +45.3% | +58.1% | -12.8% | -18.5% |
| 5Y | +45.6% | +43.3% | +2.3% | -8.7% |
| 10Y | +139.6% | +193.2% | -53.6% | -36.5% |
| All | +139.6% | +192.5% | -52.8% | -36.5% |
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