+476.8%
PRU vs VO
+797.8%
-321.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.4% |
| 7D | +2.4% | -2.6% | +4.9% | +6.4% |
| 30D | +6.1% | -0.9% | +7.1% | +7.6% |
| 3M | -0.7% | -3.0% | +2.3% | +3.8% |
| 6M | +22.1% | +2.2% | +19.9% | +17.7% |
| YTD | +9.8% | +10.6% | -0.8% | -6.1% |
| 1Y | +19.4% | +12.5% | +6.8% | -0.7% |
| 3Y | +50.4% | +61.4% | -11.0% | -27.6% |
| 5Y | +37.2% | +33.4% | +3.7% | -15.1% |
| 10Y | +119.5% | +201.5% | -82.0% | -61.1% |
| All | +476.8% | +797.8% | -321.0% | -77.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling