+996.4%
VST vs PRU
+121.2%
+875.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.3% | -2.9% | -4.7% |
| 7D | -19.9% | +4.8% | -24.7% | -22.0% |
| 30D | -29.7% | +7.9% | -37.5% | -32.5% |
| 3M | -19.6% | +3.1% | -22.7% | -21.4% |
| 6M | -29.4% | +25.2% | -54.6% | -37.1% |
| YTD | -29.7% | +12.7% | -42.5% | -34.5% |
| 1Y | -40.0% | +23.5% | -63.5% | -46.5% |
| 3Y | +231.0% | +50.6% | +180.4% | +168.3% |
| 5Y | +500.1% | +40.9% | +459.2% | +391.9% |
| All | +996.4% | +121.2% | +875.2% | +610.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling