+113.0%
VWO vs PRU
+140.2%
-27.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | -1.8% | -2.3% | +0.5% | -1.1% |
| 30D | -0.1% | -1.7% | +1.6% | +0.4% |
| 3M | +2.2% | +13.2% | -11.0% | -2.0% |
| 6M | +8.8% | +28.8% | -20.0% | -0.1% |
| YTD | +12.4% | +9.8% | +2.6% | +8.4% |
| 1Y | +15.6% | +17.4% | -1.8% | +8.9% |
| 3Y | +62.5% | +44.9% | +17.6% | +40.2% |
| 5Y | +34.3% | +46.6% | -12.4% | +13.7% |
| All | +113.0% | +140.2% | -27.2% | +44.5% |
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