-47.5%
VFC vs PRU
+107.2%
-154.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.4% |
| 7D | +3.5% | +3.8% | -0.3% | +0.7% |
| 30D | +38.3% | +9.0% | +29.2% | +30.0% |
| 3M | +40.2% | +2.1% | +38.0% | +37.8% |
| 6M | +10.6% | +25.4% | -14.8% | -6.1% |
| YTD | +16.7% | +13.5% | +3.2% | +5.8% |
| 1Y | +45.0% | +21.3% | +23.7% | +25.8% |
| 3Y | +48.8% | +55.1% | -6.3% | +11.8% |
| 5Y | -67.6% | +43.6% | -111.1% | -74.4% |
| 10Y | -47.5% | +99.2% | -146.8% | -70.6% |
| All | -47.5% | +107.2% | -154.8% | -70.6% |
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