+2,122.6%
VGT vs PRU
+498.6%
+1,624.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +3.0% |
| 7D | -1.6% | -2.8% | +1.3% | -0.7% |
| 30D | -10.1% | +8.5% | -18.6% | -12.4% |
| 3M | -5.3% | +1.7% | -7.0% | -6.0% |
| 6M | +0.2% | +24.8% | -24.5% | -6.6% |
| YTD | +21.1% | +13.3% | +7.8% | +15.9% |
| 1Y | +18.2% | +21.4% | -3.2% | +10.7% |
| 3Y | +107.4% | +54.8% | +52.6% | +79.7% |
| 5Y | +111.5% | +42.4% | +69.2% | +87.0% |
| 10Y | +735.5% | +98.4% | +637.1% | +535.4% |
| All | +2,122.6% | +498.6% | +1,624.0% | +925.0% |
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