+262.4%
VST vs PRU
+46.4%
+216.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -2.6% | +13.2% | +11.6% |
| 7D | -9.8% | +2.4% | -12.2% | -11.4% |
| 30D | -25.1% | +6.1% | -31.3% | -27.9% |
| 3M | -11.6% | -0.7% | -10.9% | -12.1% |
| 6M | -20.9% | +22.1% | -43.0% | -30.2% |
| YTD | -22.3% | +9.8% | -32.1% | -27.2% |
| 1Y | -32.0% | +19.4% | -51.4% | -39.5% |
| 3Y | +262.4% | +50.4% | +212.0% | +178.9% |
| All | +262.4% | +46.4% | +216.0% | +178.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling