+1,678.9%
VRT vs PRU
+85.4%
+1,593.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -3.3% | -10.7% | -12.4% |
| 7D | -28.1% | +4.8% | -32.9% | -30.0% |
| 30D | -30.2% | +7.9% | -38.0% | -33.1% |
| 3M | -36.4% | +3.1% | -39.5% | -37.8% |
| 6M | -48.2% | +25.2% | -73.4% | -54.3% |
| YTD | +9.2% | +12.7% | -3.6% | +1.1% |
| 1Y | -7.2% | +23.5% | -30.7% | -18.0% |
| 3Y | +338.7% | +50.6% | +288.1% | +249.1% |
| 5Y | +542.8% | +40.9% | +502.0% | +432.3% |
| All | +1,678.9% | +85.4% | +1,593.5% | +994.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling