+160.2%
VXUS vs PRU
+252.1%
-91.9%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.8% | +1.2% |
| 7D | -1.8% | +2.4% | -4.2% | -2.7% |
| 30D | -4.6% | +6.1% | -10.7% | -6.9% |
| 3M | -6.1% | -0.7% | -5.4% | -6.1% |
| 6M | -4.9% | +22.1% | -27.0% | -12.5% |
| YTD | +8.1% | +9.8% | -1.7% | +3.1% |
| 1Y | +12.1% | +19.4% | -7.3% | +3.4% |
| 3Y | +63.9% | +50.4% | +13.5% | +35.0% |
| 5Y | +43.1% | +37.2% | +6.0% | +20.4% |
| 10Y | +139.2% | +119.5% | +19.7% | +48.7% |
| All | +160.2% | +252.1% | -91.9% | +15.3% |
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