-51.4%
VG vs PRU
+14.5%
-65.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.3% | -0.7% | -2.9% |
| 7D | -22.0% | +4.8% | -26.8% | -23.5% |
| 30D | -14.7% | +7.9% | -22.6% | -17.6% |
| 3M | -7.1% | +3.1% | -10.2% | -8.6% |
| 6M | -11.2% | +25.2% | -36.4% | -21.7% |
| YTD | +69.8% | +12.7% | +57.1% | +59.1% |
| 1Y | +49.9% | +23.5% | +26.4% | +27.2% |
| All | -51.4% | +14.5% | -65.9% | -58.4% |
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