+399.1%
VNQ vs PRU
+456.7%
-57.5%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.4% |
| 7D | +0.8% | +3.6% | -2.8% | -0.7% |
| 30D | +6.8% | +8.9% | -2.1% | +2.9% |
| 3M | -1.3% | +0.2% | -1.5% | -1.6% |
| 6M | +2.4% | +23.7% | -21.4% | -6.7% |
| YTD | +12.1% | +13.7% | -1.6% | +5.2% |
| 1Y | +12.0% | +20.6% | -8.6% | +2.5% |
| 3Y | +44.8% | +56.3% | -11.5% | +16.5% |
| 5Y | +6.9% | +42.3% | -35.5% | -11.9% |
| 10Y | +82.9% | +99.3% | -16.3% | +18.5% |
| All | +399.1% | +456.7% | -57.5% | +68.5% |
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