+779.9%
PRU vs VSAT
+350.0%
+429.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +7.7% | -10.3% | -4.5% |
| 7D | +2.4% | -17.0% | +19.4% | +6.5% |
| 30D | +6.1% | -9.8% | +15.9% | +7.2% |
| 3M | -0.7% | -22.0% | +21.3% | +3.4% |
| 6M | +22.1% | -5.0% | +27.0% | +16.3% |
| YTD | +9.8% | +85.6% | -75.8% | -15.4% |
| 1Y | +19.4% | +80.2% | -60.8% | -8.3% |
| 3Y | +50.4% | +250.0% | -199.7% | -25.9% |
| 5Y | +37.2% | -4.6% | +41.7% | -7.6% |
| 10Y | +119.5% | -7.2% | +126.8% | +35.8% |
| All | +779.9% | +350.0% | +429.8% | +191.4% |
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