+76.5%
VUG vs PRU
+48.6%
+28.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.1% |
| 7D | -0.1% | +1.9% | -2.0% | -1.0% |
| 30D | -0.3% | +2.7% | -3.0% | -1.6% |
| 3M | -0.7% | +19.5% | -20.1% | -8.7% |
| 6M | +14.6% | +26.6% | -12.0% | +2.3% |
| YTD | +9.0% | +12.3% | -3.3% | +2.6% |
| 1Y | +14.9% | +18.0% | -3.2% | +5.2% |
| 3Y | +86.0% | +47.0% | +39.0% | +48.4% |
| All | +76.5% | +48.6% | +28.0% | +40.1% |
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