+392.5%
VNQ vs PRU
+449.8%
-57.2%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | -1.3% | +1.9% | -3.1% | -2.1% |
| 30D | -2.9% | +2.7% | -5.7% | -4.1% |
| 3M | +0.8% | +19.5% | -18.7% | -6.6% |
| 6M | +2.5% | +26.6% | -24.2% | -7.6% |
| YTD | +10.6% | +12.3% | -1.7% | +4.5% |
| 1Y | +9.1% | +18.0% | -9.0% | +0.7% |
| 3Y | +31.0% | +47.0% | -16.0% | +8.4% |
| 5Y | +4.9% | +48.4% | -43.5% | -15.0% |
| 10Y | +59.5% | +142.4% | -83.0% | -5.3% |
| All | +392.5% | +449.8% | -57.2% | +67.4% |
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