+7,911.8%
VLO vs PRU
+785.9%
+7,125.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.3% | -0.2% |
| 7D | -13.3% | +2.4% | -15.7% | -14.5% |
| 30D | -18.3% | +6.1% | -24.4% | -20.9% |
| 3M | +14.3% | -0.7% | +15.1% | +14.1% |
| 6M | +47.6% | +22.1% | +25.6% | +33.5% |
| YTD | +116.0% | +9.8% | +106.2% | +103.3% |
| 1Y | +101.0% | +19.4% | +81.7% | +81.8% |
| 3Y | +199.0% | +50.4% | +148.7% | +141.3% |
| 5Y | +419.0% | +37.2% | +381.9% | +333.2% |
| 10Y | +778.2% | +119.5% | +658.7% | +503.4% |
| All | +7,911.8% | +785.9% | +7,125.9% | +2,532.5% |
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 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