+742.5%
VMC vs PRU
+785.9%
-43.4%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | 0.0% |
| 7D | +0.5% | +2.4% | -1.9% | -0.3% |
| 30D | +15.8% | +6.1% | +9.7% | +13.3% |
| 3M | +0.6% | -0.7% | +1.3% | +0.8% |
| 6M | -4.0% | +22.1% | -26.1% | -11.0% |
| YTD | -0.3% | +9.8% | -10.1% | -4.3% |
| 1Y | -0.5% | +19.4% | -19.9% | -7.4% |
| 3Y | +39.6% | +50.4% | -10.8% | +17.7% |
| 5Y | +50.1% | +37.2% | +12.9% | +29.9% |
| 10Y | +163.9% | +119.5% | +44.4% | +82.2% |
| All | +742.5% | +785.9% | -43.4% | +167.0% |
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