+140.3%
VMC vs PRU
+115.4%
+24.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +1.5% |
| 7D | +0.3% | +3.2% | -2.9% | -1.1% |
| 30D | +18.6% | +7.9% | +10.6% | +14.6% |
| 3M | +2.0% | +1.8% | +0.2% | +1.2% |
| 6M | +2.6% | +24.1% | -21.5% | -7.2% |
| YTD | +2.3% | +12.4% | -10.1% | -3.8% |
| 1Y | +1.7% | +20.9% | -19.2% | -7.5% |
| 3Y | +41.7% | +55.5% | -13.8% | +12.5% |
| 5Y | +46.6% | +42.7% | +4.0% | +19.8% |
| 10Y | +140.3% | +106.1% | +34.1% | +41.7% |
| All | +140.3% | +115.4% | +24.8% | +41.7% |
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 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