-39.3%
VG vs PRU
+14.1%
-53.5%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | 0.0% |
| 7D | +1.7% | +1.9% | -0.2% | +0.7% |
| 30D | +16.0% | +2.7% | +13.3% | +14.5% |
| 3M | +9.7% | +19.5% | -9.7% | -0.5% |
| 6M | +29.6% | +26.6% | +2.9% | +12.3% |
| YTD | +112.0% | +12.3% | +99.7% | +99.2% |
| 1Y | +12.8% | +18.0% | -5.2% | +0.4% |
| All | -39.3% | +14.1% | -53.5% | -47.9% |
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