+5.5%
VNQ vs PRU
+45.5%
-40.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.8% |
| 7D | -0.4% | +1.9% | -2.3% | -1.2% |
| 30D | -2.5% | -0.4% | -2.1% | -2.4% |
| 3M | +1.4% | +16.4% | -15.1% | -4.7% |
| 6M | +4.6% | +26.0% | -21.5% | -4.9% |
| YTD | +10.5% | +9.9% | +0.6% | +5.8% |
| 1Y | +8.4% | +18.8% | -10.4% | +0.3% |
| 3Y | +32.4% | +45.4% | -12.9% | +8.7% |
| 5Y | +5.5% | +45.6% | -40.1% | -13.3% |
| All | +5.5% | +45.5% | -40.0% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling