+2,106.5%
VRTX vs PRU
+806.6%
+1,300.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.2% | -1.9% |
| 7D | +0.8% | +1.9% | -1.0% | +0.3% |
| 30D | +12.6% | +2.7% | +9.9% | +11.7% |
| 3M | +23.6% | +19.5% | +4.2% | +17.4% |
| 6M | +14.3% | +26.6% | -12.4% | +6.6% |
| YTD | +20.5% | +12.3% | +8.1% | +15.9% |
| 1Y | +37.6% | +18.0% | +19.5% | +30.4% |
| 3Y | +55.5% | +47.0% | +8.5% | +36.2% |
| 5Y | +175.7% | +48.4% | +127.3% | +136.6% |
| 10Y | +474.2% | +142.4% | +331.8% | +294.5% |
| All | +2,106.5% | +806.6% | +1,300.0% | +472.4% |
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