+57.5%
PRU vs VSXY
+93.0%
-35.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.5% | +0.8% |
| 7D | +3.6% | -1.7% | +5.4% | +3.8% |
| 30D | +8.9% | +20.1% | -11.3% | +6.4% |
| 3M | +0.2% | +16.6% | -16.4% | -2.1% |
| 6M | +23.7% | +134.9% | -111.2% | +8.3% |
| YTD | +13.7% | +96.0% | -82.2% | +1.2% |
| 1Y | +20.6% | +203.8% | -183.2% | +0.3% |
| 3Y | +56.3% | +465.3% | -409.0% | +9.9% |
| 5Y | +42.3% | +106.3% | -64.0% | +15.3% |
| All | +57.5% | +93.0% | -35.5% | +26.1% |
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