+117.8%
PRU vs VT
+214.8%
-97.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.1% | +0.8% | +2.0% |
| 7D | +4.8% | -4.2% | +9.0% | +10.8% |
| 30D | +7.9% | -5.8% | +13.7% | +16.5% |
| 3M | +3.1% | -5.2% | +8.3% | +10.4% |
| 6M | +25.2% | +0.1% | +25.1% | +23.5% |
| YTD | +12.7% | +8.2% | +4.5% | -0.3% |
| 1Y | +23.5% | +10.1% | +13.4% | +6.5% |
| 3Y | +50.6% | +69.7% | -19.1% | -29.2% |
| 5Y | +40.9% | +53.4% | -12.5% | -23.3% |
| All | +117.8% | +214.8% | -97.0% | -52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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