+35.2%
VWO vs PRU
+43.7%
-8.5%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.1% |
| 7D | +0.2% | -1.9% | +2.0% | +0.7% |
| 30D | +0.9% | -2.6% | +3.5% | +1.6% |
| 3M | +4.3% | +14.7% | -10.4% | -0.2% |
| 6M | +10.5% | +25.7% | -15.1% | +2.8% |
| YTD | +13.4% | +8.3% | +5.1% | +10.0% |
| 1Y | +18.6% | +17.3% | +1.3% | +12.0% |
| 3Y | +65.8% | +43.2% | +22.6% | +42.5% |
| 5Y | +35.2% | +43.5% | -8.3% | +14.8% |
| All | +35.2% | +43.7% | -8.5% | +14.8% |
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