+39.9%
VSH vs PRU
+42.1%
-2.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.9% | -5.1% | -4.8% |
| 7D | +14.3% | +3.6% | +10.7% | +11.9% |
| 30D | -7.9% | +8.9% | -16.7% | -13.2% |
| 3M | -19.9% | +0.2% | -20.0% | -20.4% |
| 6M | -30.5% | +23.7% | -54.3% | -40.8% |
| YTD | +85.7% | +13.7% | +71.9% | +66.8% |
| 1Y | +98.9% | +20.6% | +78.3% | +71.6% |
| 3Y | +32.1% | +56.3% | -24.2% | -2.4% |
| All | +39.9% | +42.1% | -2.2% | +7.9% |
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