+155.5%
VSH vs PRU
+806.6%
-651.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.9% |
| 7D | +4.1% | +1.9% | +2.2% | +3.1% |
| 30D | -4.2% | +2.7% | -6.9% | -5.5% |
| 3M | -50.0% | +19.5% | -69.4% | -54.4% |
| 6M | +80.2% | +26.6% | +53.5% | +59.4% |
| YTD | +121.1% | +12.3% | +108.8% | +107.1% |
| 1Y | +112.0% | +18.0% | +93.9% | +93.9% |
| 3Y | +22.5% | +47.0% | -24.5% | +1.7% |
| 5Y | +64.0% | +48.4% | +15.6% | +33.9% |
| 10Y | +170.4% | +142.4% | +27.9% | +70.6% |
| All | +155.5% | +806.6% | -651.1% | -53.9% |
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 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