+45.6%
PRU vs VSAT
+53.4%
-7.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.2% | -5.4% | -2.4% |
| 7D | +1.9% | +17.3% | -15.4% | +0.6% |
| 30D | -0.4% | -3.3% | +2.8% | -0.3% |
| 3M | +16.4% | +18.7% | -2.3% | +13.8% |
| 6M | +26.0% | +77.6% | -51.5% | +18.2% |
| YTD | +9.9% | +125.6% | -115.7% | +0.5% |
| 1Y | +18.8% | +158.3% | -139.5% | +6.6% |
| 3Y | +45.4% | +226.1% | -180.8% | +20.2% |
| 5Y | +45.6% | +54.7% | -9.1% | +22.8% |
| All | +45.6% | +53.4% | -7.9% | +22.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling