+194.3%
VRTX vs PRU
+43.3%
+151.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -0.4% | -2.8% | +2.5% | +0.2% |
| 30D | +7.9% | +8.5% | -0.6% | +5.9% |
| 3M | +3.3% | +1.7% | +1.5% | +2.8% |
| 6M | +25.7% | +24.8% | +0.9% | +19.7% |
| YTD | +20.7% | +13.3% | +7.4% | +16.9% |
| 1Y | +27.4% | +21.4% | +6.1% | +21.6% |
| 3Y | +46.4% | +54.8% | -8.4% | +29.8% |
| 5Y | +194.3% | +42.4% | +151.9% | +165.7% |
| All | +194.3% | +43.3% | +151.0% | +165.7% |
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