+1,155.8%
VUG vs PRU
+480.1%
+675.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.6% | +3.5% | +1.6% |
| 7D | -3.4% | +2.4% | -5.8% | -4.1% |
| 30D | -11.1% | +6.1% | -17.2% | -12.7% |
| 3M | -7.2% | -0.7% | -6.5% | -7.2% |
| 6M | -4.1% | +22.1% | -26.2% | -9.7% |
| YTD | +1.4% | +9.8% | -8.4% | -1.9% |
| 1Y | +1.9% | +19.4% | -17.4% | -3.7% |
| 3Y | +77.7% | +50.4% | +27.4% | +56.3% |
| 5Y | +57.6% | +37.2% | +20.4% | +41.5% |
| 10Y | +398.6% | +119.5% | +279.0% | +272.6% |
| All | +1,155.8% | +480.1% | +675.7% | +502.3% |
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