+90.9%
VSH vs PRU
+110.4%
-19.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.4% | +7.4% |
| 7D | -12.9% | +2.4% | -15.3% | -14.5% |
| 30D | -36.9% | +6.1% | -43.0% | -39.7% |
| 3M | -28.8% | -0.7% | -28.0% | -29.2% |
| 6M | -30.3% | +22.1% | -52.4% | -39.9% |
| YTD | +62.4% | +9.8% | +52.6% | +49.3% |
| 1Y | +62.5% | +19.4% | +43.2% | +41.5% |
| 3Y | +7.4% | +50.4% | -43.0% | -19.0% |
| 5Y | +25.4% | +37.2% | -11.7% | -2.0% |
| All | +90.9% | +110.4% | -19.5% | +17.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling