+743.6%
VLO vs PRU
+115.4%
+628.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.4% | +0.6% | +1.3% |
| 7D | -6.5% | +3.2% | -9.6% | -9.0% |
| 30D | -17.8% | +7.9% | -25.7% | -22.7% |
| 3M | +19.6% | +1.8% | +17.8% | +16.9% |
| 6M | +49.3% | +24.1% | +25.1% | +25.7% |
| YTD | +122.4% | +12.4% | +110.0% | +98.4% |
| 1Y | +107.4% | +20.9% | +86.5% | +74.7% |
| 3Y | +223.1% | +55.5% | +167.6% | +118.3% |
| 5Y | +432.2% | +42.7% | +389.6% | +271.9% |
| 10Y | +743.6% | +106.1% | +637.5% | +316.2% |
| All | +743.6% | +115.4% | +628.2% | +316.2% |
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