+142.2%
VXUS vs PRU
+107.2%
+35.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +0.5% | +3.8% | -3.3% | -0.9% |
| 30D | -2.5% | +9.0% | -11.6% | -5.6% |
| 3M | -4.6% | +2.1% | -6.8% | -5.6% |
| 6M | -2.6% | +25.4% | -28.0% | -10.6% |
| YTD | +10.4% | +13.5% | -3.1% | +4.6% |
| 1Y | +12.9% | +21.3% | -8.5% | +4.4% |
| 3Y | +68.4% | +55.1% | +13.3% | +39.7% |
| 5Y | +47.7% | +43.6% | +4.1% | +24.3% |
| 10Y | +142.2% | +99.2% | +43.0% | +66.7% |
| All | +142.2% | +107.2% | +35.0% | +66.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling