+294.7%
VWO vs PRU
+344.0%
-49.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.4% |
| 7D | +2.0% | +3.6% | -1.6% | +0.7% |
| 30D | -4.3% | +8.9% | -13.1% | -7.3% |
| 3M | -6.4% | +0.2% | -6.6% | -6.7% |
| 6M | -5.6% | +23.7% | -29.4% | -12.9% |
| YTD | +5.2% | +13.7% | -8.5% | -0.4% |
| 1Y | +5.2% | +20.6% | -15.5% | -2.6% |
| 3Y | +55.5% | +56.3% | -0.8% | +28.9% |
| 5Y | +25.6% | +42.3% | -16.7% | +5.8% |
| 10Y | +110.8% | +99.3% | +11.5% | +44.5% |
| All | +294.7% | +344.0% | -49.3% | +66.5% |
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 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