-40.0%
VST vs PRU
+22.3%
-62.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -3.3% | -2.9% | -6.1% |
| 7D | -19.9% | +4.8% | -24.7% | -19.9% |
| 30D | -29.7% | +7.9% | -37.5% | -30.1% |
| 3M | -19.6% | +3.1% | -22.7% | -19.3% |
| 6M | -29.4% | +25.2% | -54.6% | -33.8% |
| YTD | -29.7% | +12.7% | -42.5% | -30.9% |
| 1Y | -40.0% | +23.5% | -63.5% | -38.8% |
| All | -40.0% | +22.3% | -62.4% | -38.8% |
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