-25.5%
VFC vs PRU
+47.2%
-72.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +3.3% |
| 7D | -1.6% | +1.9% | -3.5% | -3.5% |
| 30D | -11.6% | +2.7% | -14.3% | -14.1% |
| 3M | -18.1% | +19.5% | -37.6% | -31.4% |
| 6M | -27.4% | +26.6% | -54.0% | -43.1% |
| YTD | -24.8% | +12.3% | -37.2% | -33.7% |
| 1Y | -8.2% | +18.0% | -26.3% | -23.0% |
| All | -25.5% | +47.2% | -72.7% | -52.1% |
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 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