-46.1%
VFC vs PRU
+115.4%
-161.5%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +0.9% |
| 7D | +7.7% | +3.2% | +4.5% | +5.3% |
| 30D | +39.2% | +7.9% | +31.3% | +31.9% |
| 3M | +40.3% | +1.8% | +38.5% | +38.2% |
| 6M | +11.4% | +24.1% | -12.8% | -4.8% |
| YTD | +17.5% | +12.4% | +5.2% | +7.3% |
| 1Y | +45.9% | +20.9% | +25.0% | +26.9% |
| 3Y | +47.3% | +55.5% | -8.1% | +10.6% |
| 5Y | -67.2% | +42.7% | -109.9% | -74.0% |
| 10Y | -46.1% | +106.1% | -152.2% | -70.3% |
| All | -46.1% | +115.4% | -161.5% | -70.3% |
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