+375.0%
PRU vs VCLT
+103.4%
+271.6%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -0.9% |
| 7D | +1.9% | -0.5% | +2.4% | +1.8% |
| 30D | +2.7% | -0.9% | +3.6% | +2.7% |
| 3M | +19.5% | -3.2% | +22.7% | +19.2% |
| 6M | +26.6% | -3.8% | +30.5% | +26.2% |
| YTD | +12.3% | -2.0% | +14.4% | +12.2% |
| 1Y | +18.0% | -0.8% | +18.9% | +18.0% |
| 3Y | +47.0% | +12.3% | +34.7% | +48.9% |
| 5Y | +48.4% | -15.4% | +63.8% | +39.0% |
| 10Y | +142.4% | +15.7% | +126.7% | +171.1% |
| All | +375.0% | +103.4% | +271.6% | +819.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling