+44.6%
VRTX vs PRU
+56.4%
-11.8%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.7% |
| 7D | +3.2% | +3.8% | -0.6% | +2.4% |
| 30D | +7.4% | +9.0% | -1.6% | +5.5% |
| 3M | +4.6% | +2.1% | +2.4% | +4.0% |
| 6M | +27.5% | +25.4% | +2.1% | +22.0% |
| YTD | +20.9% | +13.5% | +7.3% | +17.4% |
| 1Y | +30.1% | +21.3% | +8.7% | +24.8% |
| All | +44.6% | +56.4% | -11.8% | +31.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling