-34.9%
VST vs PRU
+27.9%
-62.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.6% | -20.4% | -13.6% |
| 7D | -15.7% | +9.8% | -25.5% | -15.9% |
| 30D | -17.0% | +11.6% | -28.6% | -17.5% |
| 3M | -15.9% | +3.7% | -19.6% | -15.0% |
| 6M | -25.0% | +33.0% | -58.0% | -30.3% |
| YTD | -25.1% | +16.6% | -41.7% | -26.3% |
| 1Y | -34.9% | +26.9% | -61.8% | -33.0% |
| All | -34.9% | +27.9% | -62.7% | -33.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling