+25.7%
VWO vs PRU
+41.9%
-16.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | +4.0% | 0.0% | +4.1% | +4.0% |
| 30D | -5.4% | +7.9% | -13.4% | -7.6% |
| 3M | -6.4% | +0.9% | -7.3% | -6.8% |
| 6M | -4.7% | +22.4% | -27.0% | -10.6% |
| YTD | +5.3% | +12.7% | -7.4% | +0.9% |
| 1Y | +4.3% | +19.6% | -15.2% | -1.9% |
| 3Y | +55.9% | +54.0% | +1.9% | +30.9% |
| 5Y | +25.7% | +41.0% | -15.3% | +7.9% |
| All | +25.7% | +41.9% | -16.2% | +7.9% |
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