+19.6%
PRU vs VSAT
+87.1%
-67.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.2% | +4.7% | -0.3% |
| 7D | 0.0% | +20.0% | -20.0% | -0.6% |
| 30D | +7.9% | +6.5% | +1.4% | +7.4% |
| 3M | +0.9% | -18.3% | +19.2% | +1.5% |
| 6M | +22.4% | +0.4% | +22.0% | +20.8% |
| YTD | +12.7% | +106.7% | -94.0% | +4.7% |
| 1Y | +19.6% | +89.9% | -70.3% | +11.8% |
| All | +19.6% | +87.1% | -67.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSAT.
Daily Out/Under-Performance
Portfolio return minus VSAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSAT 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 1y: compounded portfolio wealth divided by compounded VSAT 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…
1y analysis · Full analysis span regression · 6 months rolling