+619.5%
VRT vs PRU
+47.2%
+572.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.3% | +4.9% |
| 7D | +9.1% | +1.9% | +7.3% | +8.0% |
| 30D | +0.9% | +2.7% | -1.8% | -0.6% |
| 3M | -13.4% | +19.5% | -32.8% | -22.5% |
| 6M | +11.7% | +26.6% | -15.0% | -4.0% |
| YTD | +73.2% | +12.3% | +60.9% | +59.6% |
| 1Y | +123.4% | +18.0% | +105.4% | +98.7% |
| All | +619.5% | +47.2% | +572.4% | +437.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · 6 months rolling