+800.6%
PRU vs VSAT
+423.4%
+377.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +16.3% | -13.9% | -1.7% |
| 7D | +3.2% | +0.4% | +2.8% | +2.2% |
| 30D | +7.9% | +3.3% | +4.6% | +5.3% |
| 3M | +1.8% | -7.5% | +9.3% | +1.3% |
| 6M | +24.1% | +6.2% | +17.9% | +14.9% |
| YTD | +12.4% | +115.8% | -103.4% | -16.8% |
| 1Y | +20.9% | +107.7% | -86.8% | -10.5% |
| 3Y | +55.5% | +292.0% | -236.6% | -25.4% |
| 5Y | +42.7% | +35.3% | +7.4% | -14.0% |
| 10Y | +106.1% | -5.2% | +111.3% | +28.8% |
| All | +800.6% | +423.4% | +377.2% | +186.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling