+46.0%
VFC vs PRU
+19.8%
+26.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +2.0% |
| 7D | +11.2% | +2.4% | +8.8% | +9.3% |
| 30D | +41.5% | +6.1% | +35.4% | +35.6% |
| 3M | +38.9% | -0.7% | +39.7% | +39.2% |
| 6M | +6.1% | +22.1% | -15.9% | -8.2% |
| YTD | +14.5% | +9.8% | +4.8% | +8.6% |
| 1Y | +46.0% | +19.4% | +26.6% | +14.1% |
| All | +46.0% | +19.8% | +26.2% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling