+329.3%
VWO vs PRU
+338.5%
-9.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.0% | +1.7% | +1.1% |
| 7D | +1.1% | +1.9% | -0.8% | +0.4% |
| 30D | +2.4% | +2.7% | -0.3% | +1.3% |
| 3M | +2.0% | +19.5% | -17.5% | -4.5% |
| 6M | +10.7% | +26.6% | -16.0% | +1.4% |
| YTD | +14.4% | +12.3% | +2.1% | +9.0% |
| 1Y | +22.7% | +18.0% | +4.7% | +14.6% |
| 3Y | +64.2% | +47.0% | +17.2% | +39.3% |
| 5Y | +35.8% | +48.4% | -12.7% | +12.8% |
| 10Y | +114.7% | +142.4% | -27.7% | +36.9% |
| All | +329.3% | +338.5% | -9.2% | +82.3% |
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