+402.8%
VUG vs PRU
+99.2%
+303.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.3% |
| 7D | +2.5% | +3.6% | -1.1% | +1.1% |
| 30D | -6.3% | +8.9% | -15.1% | -9.4% |
| 3M | -6.0% | +0.2% | -6.2% | -6.3% |
| 6M | -3.5% | +23.7% | -27.3% | -11.5% |
| YTD | +3.9% | +13.7% | -9.8% | -2.0% |
| 1Y | +5.1% | +20.6% | -15.5% | -3.1% |
| 3Y | +77.9% | +56.3% | +21.5% | +46.5% |
| 5Y | +62.4% | +42.3% | +20.1% | +37.3% |
| All | +402.8% | +99.2% | +303.6% | +253.0% |
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