+163.6%
PRU vs VTEB
+26.6%
+137.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.2% |
| 7D | +1.9% | -0.2% | +2.1% | +2.1% |
| 30D | -0.4% | -1.6% | +1.2% | +0.6% |
| 3M | +16.4% | -2.0% | +18.4% | +17.9% |
| 6M | +26.0% | -1.7% | +27.7% | +27.4% |
| YTD | +9.9% | -0.6% | +10.5% | +10.3% |
| 1Y | +18.8% | +1.8% | +16.9% | +17.5% |
| 3Y | +45.3% | +9.6% | +35.8% | +36.2% |
| 5Y | +45.6% | +2.1% | +43.5% | +43.2% |
| 10Y | +139.6% | +18.9% | +120.7% | +224.2% |
| All | +163.6% | +26.6% | +137.0% | +422.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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