+800.4%
PRU vs VSAT
+430.0%
+370.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +5.0% | -6.0% | -2.2% |
| 7D | +1.9% | +11.8% | -9.9% | -1.0% |
| 30D | +2.7% | -7.0% | +9.8% | +4.2% |
| 3M | +19.5% | +3.3% | +16.2% | +14.6% |
| 6M | +26.6% | +57.4% | -30.8% | +6.1% |
| YTD | +12.3% | +118.6% | -106.2% | -15.4% |
| 1Y | +18.0% | +150.2% | -132.2% | -16.5% |
| 3Y | +47.0% | +160.7% | -113.7% | -18.3% |
| 5Y | +48.4% | +51.2% | -2.8% | -13.7% |
| 10Y | +142.4% | -0.7% | +143.1% | +51.8% |
| All | +800.4% | +430.0% | +370.3% | +191.5% |
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