+183.8%
VXUS vs PRU
+260.3%
-76.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.9% |
| 7D | +1.0% | +1.9% | -0.8% | +0.3% |
| 30D | +2.2% | +2.7% | -0.5% | +1.1% |
| 3M | +3.0% | +19.5% | -16.5% | -4.3% |
| 6M | +10.7% | +26.6% | -16.0% | +0.4% |
| YTD | +17.8% | +12.3% | +5.5% | +11.7% |
| 1Y | +27.6% | +18.0% | +9.5% | +18.3% |
| 3Y | +73.3% | +47.0% | +26.3% | +44.3% |
| 5Y | +54.3% | +48.4% | +5.9% | +25.9% |
| 10Y | +149.8% | +142.4% | +7.4% | +48.6% |
| All | +183.8% | +260.3% | -76.5% | +24.9% |
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