+682.6%
VMC vs PRU
+806.6%
-124.0%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.3% |
| 7D | -4.3% | +1.9% | -6.2% | -5.0% |
| 30D | -8.2% | +2.7% | -11.0% | -9.2% |
| 3M | -7.0% | +19.5% | -26.5% | -13.1% |
| 6M | -10.8% | +26.6% | -37.4% | -18.5% |
| YTD | -7.4% | +12.3% | -19.7% | -11.9% |
| 1Y | -9.5% | +18.0% | -27.5% | -15.6% |
| 3Y | +20.5% | +47.0% | -26.6% | +2.3% |
| 5Y | +51.6% | +48.4% | +3.1% | +27.3% |
| 10Y | +150.0% | +142.4% | +7.6% | +66.5% |
| All | +682.6% | +806.6% | -124.0% | +145.8% |
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