+717.1%
VLO vs PRU
+107.2%
+609.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.4% |
| 7D | -9.5% | +3.8% | -13.3% | -12.3% |
| 30D | -19.1% | +9.0% | -28.2% | -24.6% |
| 3M | +11.4% | +2.1% | +9.2% | +8.5% |
| 6M | +46.7% | +25.4% | +21.3% | +22.7% |
| YTD | +118.6% | +13.5% | +105.1% | +93.6% |
| 1Y | +99.9% | +21.3% | +78.5% | +67.9% |
| 3Y | +210.5% | +55.1% | +155.4% | +110.1% |
| 5Y | +432.7% | +43.6% | +389.1% | +270.4% |
| 10Y | +717.1% | +99.2% | +617.9% | +300.9% |
| All | +717.1% | +107.2% | +609.9% | +300.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling