+49.9%
PRU vs VSXY
+37.7%
+12.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.5% | +2.0% | -1.1% |
| 7D | -1.9% | -10.7% | +8.8% | -0.7% |
| 30D | -2.6% | -24.3% | +21.7% | +0.5% |
| 3M | +14.7% | +1.0% | +13.7% | +13.8% |
| 6M | +25.7% | +57.4% | -31.7% | +15.6% |
| YTD | +8.3% | +39.8% | -31.5% | +0.6% |
| 1Y | +17.3% | +196.5% | -179.2% | -3.1% |
| 3Y | +43.2% | +357.2% | -314.1% | +2.0% |
| 5Y | +43.5% | +18.9% | +24.6% | +22.4% |
| All | +49.9% | +37.7% | +12.2% | +25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 10y: compounded portfolio wealth divided by compounded VSXY 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…
10y analysis · Full analysis span regression · 6 months rolling