+2,267.4%
VGT vs PRU
+493.6%
+1,773.8%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | +1.0% | +1.9% | -0.9% | +0.4% |
| 30D | +1.3% | +2.7% | -1.4% | +0.4% |
| 3M | -1.1% | +19.5% | -20.6% | -6.5% |
| 6M | +32.6% | +26.6% | +6.0% | +23.2% |
| YTD | +29.0% | +12.3% | +16.7% | +24.0% |
| 1Y | +39.7% | +18.0% | +21.6% | +32.1% |
| 3Y | +120.9% | +47.0% | +73.9% | +94.6% |
| 5Y | +133.6% | +48.4% | +85.1% | +104.3% |
| 10Y | +792.6% | +142.4% | +650.1% | +544.8% |
| All | +2,267.4% | +493.6% | +1,773.8% | +996.7% |
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