+2,091.9%
VRTX vs PRU
+809.8%
+1,282.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.3% | +2.1% | -0.3% |
| 7D | +0.5% | +4.8% | -4.3% | -0.9% |
| 30D | +8.0% | +7.9% | +0.1% | +5.7% |
| 3M | +11.9% | +3.1% | +8.8% | +10.8% |
| 6M | +27.8% | +25.2% | +2.6% | +19.7% |
| YTD | +19.7% | +12.7% | +6.9% | +15.0% |
| 1Y | +30.1% | +23.5% | +6.6% | +21.8% |
| 3Y | +44.2% | +50.6% | -6.4% | +25.4% |
| 5Y | +181.3% | +40.9% | +140.4% | +145.2% |
| 10Y | +587.1% | +125.5% | +461.6% | +382.3% |
| All | +2,091.9% | +809.8% | +1,282.1% | +467.7% |
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 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