+869.5%
VLO vs PRU
+145.9%
+723.6%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.7% |
| 7D | +5.2% | +1.9% | +3.3% | +3.7% |
| 30D | +22.6% | +2.7% | +19.9% | +20.2% |
| 3M | +43.8% | +19.5% | +24.3% | +26.1% |
| 6M | +65.7% | +26.6% | +39.1% | +37.6% |
| YTD | +131.1% | +12.3% | +118.8% | +108.2% |
| 1Y | +143.6% | +18.0% | +125.6% | +110.0% |
| 3Y | +201.4% | +47.0% | +154.4% | +114.0% |
| 5Y | +568.9% | +48.4% | +520.5% | +356.7% |
| All | +869.5% | +145.9% | +723.6% | +300.5% |
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