+405.3%
VUG vs PRU
+102.7%
+302.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.1% | -2.8% | +1.8% | 0.0% |
| 30D | -7.0% | +8.5% | -15.5% | -10.0% |
| 3M | -3.7% | +1.7% | -5.5% | -4.6% |
| 6M | -1.6% | +24.8% | -26.4% | -10.1% |
| YTD | +5.1% | +13.3% | -8.1% | -0.6% |
| 1Y | +3.8% | +21.4% | -17.6% | -4.6% |
| 3Y | +79.9% | +54.8% | +25.1% | +48.7% |
| 5Y | +66.4% | +42.4% | +24.0% | +40.7% |
| 10Y | +405.3% | +98.4% | +306.8% | +255.6% |
| All | +405.3% | +102.7% | +302.6% | +255.6% |
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