+66.8%
VWO vs PRU
+46.6%
+20.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.8% | +0.2% |
| 7D | +0.9% | +1.9% | -1.0% | +0.4% |
| 30D | +1.3% | -0.4% | +1.7% | +1.3% |
| 3M | +5.1% | +16.4% | -11.3% | +1.1% |
| 6M | +12.5% | +26.0% | -13.5% | +5.9% |
| YTD | +14.0% | +9.9% | +4.1% | +10.8% |
| 1Y | +19.7% | +18.8% | +1.0% | +13.9% |
| 3Y | +66.8% | +45.3% | +21.4% | +43.6% |
| All | +66.8% | +46.6% | +20.2% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling