+198.7%
PRU vs VYM
+490.3%
-291.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.7% | -1.4% |
| 7D | +1.9% | +0.1% | +1.8% | +1.7% |
| 30D | -0.4% | -1.3% | +0.8% | +2.0% |
| 3M | +16.4% | +4.1% | +12.4% | +8.1% |
| 6M | +26.0% | +9.8% | +16.2% | +5.5% |
| YTD | +9.9% | +15.3% | -5.4% | -16.3% |
| 1Y | +18.8% | +20.0% | -1.2% | -16.2% |
| 3Y | +45.4% | +66.2% | -20.9% | -44.9% |
| 5Y | +45.6% | +77.5% | -32.0% | -51.6% |
| 10Y | +139.6% | +201.7% | -62.1% | -70.5% |
| All | +198.7% | +490.3% | -291.5% | -89.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling