+331.2%
VFC vs PRU
+785.9%
-454.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +1.1% |
| 7D | +11.2% | +2.4% | +8.8% | +10.3% |
| 30D | +41.5% | +6.1% | +35.4% | +38.5% |
| 3M | +38.9% | -0.7% | +39.7% | +39.3% |
| 6M | +6.1% | +22.1% | -15.9% | -1.5% |
| YTD | +14.5% | +9.8% | +4.8% | +10.4% |
| 1Y | +46.0% | +19.4% | +26.6% | +36.8% |
| 3Y | +36.4% | +50.4% | -14.0% | +20.0% |
| 5Y | -67.5% | +37.2% | -104.7% | -70.3% |
| 10Y | -45.8% | +119.5% | -165.4% | -58.4% |
| All | +331.2% | +785.9% | -454.7% | +55.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling