+142.3%
VXUS vs PRU
+115.4%
+26.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.5% | +2.0% |
| 7D | +0.8% | +3.2% | -2.4% | -0.4% |
| 30D | -1.9% | +7.9% | -9.8% | -4.6% |
| 3M | -4.4% | +1.8% | -6.2% | -5.2% |
| 6M | -2.0% | +24.1% | -26.1% | -9.6% |
| YTD | +11.1% | +12.4% | -1.2% | +5.7% |
| 1Y | +15.1% | +20.9% | -5.9% | +6.6% |
| 3Y | +70.4% | +55.5% | +15.0% | +41.3% |
| 5Y | +47.2% | +42.7% | +4.5% | +24.3% |
| 10Y | +142.3% | +106.1% | +36.1% | +70.5% |
| All | +142.3% | +115.4% | +26.9% | +70.5% |
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 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