+567.3%
VRT vs PRU
+36.1%
+531.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +5.3% |
| 7D | -21.4% | +2.4% | -23.7% | -23.2% |
| 30D | -25.8% | +6.1% | -31.9% | -29.8% |
| 3M | -33.5% | -0.7% | -32.8% | -34.0% |
| 6M | -49.0% | +22.1% | -71.1% | -57.3% |
| YTD | +12.9% | +9.8% | +3.2% | +1.9% |
| 1Y | 0.0% | +19.4% | -19.3% | -15.8% |
| 3Y | +361.8% | +50.4% | +311.4% | +197.9% |
| All | +567.3% | +36.1% | +531.2% | +383.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling