+490.2%
PRU vs VO
+827.2%
-337.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.7% |
| 7D | +1.9% | -0.3% | +2.1% | +2.3% |
| 30D | +2.7% | -0.3% | +3.1% | +3.2% |
| 3M | +19.5% | +2.9% | +16.5% | +14.1% |
| 6M | +26.6% | +9.3% | +17.3% | +10.3% |
| YTD | +12.3% | +14.2% | -1.9% | -8.3% |
| 1Y | +18.0% | +15.3% | +2.8% | -5.2% |
| 3Y | +47.0% | +56.2% | -9.2% | -25.6% |
| 5Y | +48.4% | +42.4% | +6.0% | -16.9% |
| 10Y | +142.4% | +194.7% | -52.3% | -55.4% |
| All | +490.2% | +827.2% | -337.0% | -77.6% |
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