+57.2%
PRU vs VSXY
+101.4%
-44.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.5% | +1.3% |
| 7D | +3.8% | +10.2% | -6.4% | +2.6% |
| 30D | +9.0% | +33.6% | -24.6% | +5.2% |
| 3M | +2.1% | +10.8% | -8.6% | +0.4% |
| 6M | +25.4% | +130.5% | -105.1% | +10.1% |
| YTD | +13.5% | +104.4% | -90.9% | +0.5% |
| 1Y | +21.3% | +216.5% | -195.2% | +0.4% |
| 3Y | +55.1% | +465.9% | -410.8% | +9.3% |
| 5Y | +43.6% | +123.1% | -79.5% | +15.5% |
| All | +57.2% | +101.4% | -44.2% | +25.2% |
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