+45.3%
PRU vs VCLT
+12.2%
+33.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | -0.4% | -0.6% | +0.1% | -0.2% |
| 3M | +16.4% | -2.2% | +18.7% | +17.5% |
| 6M | +26.0% | -2.9% | +28.9% | +27.4% |
| YTD | +9.9% | -2.1% | +12.0% | +10.8% |
| 1Y | +18.8% | -2.6% | +21.4% | +19.9% |
| 3Y | +45.3% | +12.5% | +32.8% | +39.4% |
| All | +45.3% | +12.2% | +33.1% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling