+302.5%
VTI vs PRU
+135.5%
+167.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | -0.4% | -1.9% | +1.5% | +0.4% |
| 30D | -1.6% | -2.6% | +1.0% | -0.6% |
| 3M | +3.6% | +14.7% | -11.1% | -2.4% |
| 6M | +13.0% | +25.7% | -12.7% | +2.2% |
| YTD | +12.7% | +8.3% | +4.4% | +8.2% |
| 1Y | +18.4% | +17.3% | +1.1% | +9.6% |
| 3Y | +76.4% | +43.2% | +33.3% | +48.1% |
| 5Y | +73.7% | +43.5% | +30.2% | +43.9% |
| 10Y | +302.5% | +134.6% | +167.9% | +154.2% |
| All | +302.5% | +135.5% | +167.0% | +154.2% |
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