+120.6%
VLO vs PRU
+27.9%
+92.7%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.6% | -12.3% | -5.3% |
| 7D | -6.0% | +9.8% | -15.7% | -5.5% |
| 30D | -12.9% | +11.6% | -24.5% | -12.5% |
| 3M | +18.3% | +3.7% | +14.7% | +19.0% |
| 6M | +46.4% | +33.0% | +13.5% | +47.9% |
| YTD | +127.7% | +16.6% | +111.2% | +134.4% |
| 1Y | +120.6% | +26.9% | +93.7% | +124.7% |
| All | +120.6% | +27.9% | +92.7% | +124.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling