-69.2%
VFC vs PRU
+41.9%
-111.1%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.4% | -2.5% |
| 7D | -1.4% | 0.0% | -1.4% | -1.4% |
| 30D | +24.6% | +7.9% | +16.7% | +16.3% |
| 3M | +38.4% | +0.9% | +37.6% | +36.8% |
| 6M | +15.3% | +22.4% | -7.1% | -4.5% |
| YTD | +12.7% | +12.7% | 0.0% | -0.2% |
| 1Y | +32.7% | +19.6% | +13.1% | +11.6% |
| 3Y | +43.7% | +54.0% | -10.3% | -1.6% |
| 5Y | -69.2% | +41.0% | -110.2% | -77.2% |
| All | -69.2% | +41.9% | -111.1% | -77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling