+136.2%
PRU vs VYM
+209.2%
-73.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | 0.0% | -0.4% |
| 7D | -2.3% | -0.8% | -1.5% | -1.0% |
| 30D | -1.7% | -2.2% | +0.5% | +1.9% |
| 3M | +13.2% | +3.1% | +10.2% | +8.0% |
| 6M | +28.8% | +9.7% | +19.1% | +11.1% |
| YTD | +9.8% | +14.9% | -5.1% | -12.1% |
| 1Y | +17.4% | +17.6% | -0.2% | -9.5% |
| 3Y | +44.9% | +65.3% | -20.4% | -35.0% |
| 5Y | +46.6% | +78.7% | -32.1% | -41.7% |
| All | +136.2% | +209.2% | -73.0% | -55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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