+48.8%
VFC vs PRU
+56.1%
-7.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.7% |
| 7D | +3.5% | +3.8% | -0.3% | -0.4% |
| 30D | +38.3% | +9.0% | +29.2% | +26.9% |
| 3M | +40.2% | +2.1% | +38.0% | +36.6% |
| 6M | +10.6% | +25.4% | -14.8% | -12.4% |
| YTD | +16.7% | +13.5% | +3.2% | +1.6% |
| 1Y | +45.0% | +21.3% | +23.7% | +17.9% |
| 3Y | +48.8% | +55.1% | -6.3% | -19.2% |
| All | +48.8% | +56.1% | -7.4% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling