+55.5%
PRU vs VSXY
+37.4%
+18.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -1.3% |
| 7D | +1.9% | -14.0% | +15.9% | +3.6% |
| 30D | +2.7% | -15.9% | +18.6% | +4.6% |
| 3M | +19.5% | +3.4% | +16.1% | +18.2% |
| 6M | +26.6% | +25.9% | +0.7% | +19.9% |
| YTD | +12.3% | +39.5% | -27.1% | +4.5% |
| 1Y | +18.0% | +194.4% | -176.3% | -2.4% |
| 3Y | +47.0% | +281.4% | -234.4% | +8.3% |
| 5Y | +48.4% | +12.8% | +35.7% | +27.0% |
| All | +55.5% | +37.4% | +18.2% | +30.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling