-77.9%
VFC vs PRU
+48.6%
-126.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.3% | +3.2% |
| 7D | -1.6% | +1.9% | -3.5% | -3.3% |
| 30D | -11.6% | +2.7% | -14.3% | -13.9% |
| 3M | -18.1% | +19.5% | -37.6% | -30.2% |
| 6M | -27.4% | +26.6% | -54.0% | -41.6% |
| YTD | -24.8% | +12.3% | -37.2% | -32.9% |
| 1Y | -8.2% | +18.0% | -26.3% | -21.5% |
| 3Y | -29.1% | +47.0% | -76.1% | -49.0% |
| All | -77.9% | +48.6% | -126.5% | -84.0% |
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