+95.9%
PRU vs VCLT
+22.0%
+73.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | 0.0% | -1.9% | +1.9% | +0.5% |
| 30D | +7.9% | +1.4% | +6.5% | +7.5% |
| 3M | +0.9% | -1.8% | +2.6% | +1.4% |
| 6M | +22.4% | -3.9% | +26.3% | +23.8% |
| YTD | +12.7% | -3.9% | +16.6% | +14.0% |
| 1Y | +19.6% | -4.7% | +24.3% | +21.2% |
| 3Y | +54.0% | +14.1% | +39.9% | +48.3% |
| 5Y | +41.0% | -16.6% | +57.6% | +44.8% |
| All | +95.9% | +22.0% | +73.9% | +137.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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