+163.6%
VEA vs PRU
+135.5%
+28.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.3% |
| 7D | +0.3% | -1.9% | +2.2% | +1.0% |
| 30D | +0.4% | -2.6% | +3.0% | +1.3% |
| 3M | +4.8% | +14.7% | -9.9% | -0.6% |
| 6M | +11.3% | +25.7% | -14.4% | +1.8% |
| YTD | +17.4% | +8.3% | +9.1% | +13.2% |
| 1Y | +26.2% | +17.3% | +8.9% | +17.9% |
| 3Y | +77.7% | +43.2% | +34.6% | +51.2% |
| 5Y | +60.9% | +43.5% | +17.4% | +35.1% |
| 10Y | +163.6% | +134.6% | +29.0% | +70.4% |
| All | +163.6% | +135.5% | +28.0% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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