+769.3%
VST vs PRU
+48.6%
+720.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +4.0% |
| 7D | +8.9% | +1.9% | +7.0% | +7.9% |
| 30D | +6.2% | +2.7% | +3.5% | +4.8% |
| 3M | -2.7% | +19.5% | -22.2% | -11.2% |
| 6M | -8.4% | +26.6% | -35.0% | -19.0% |
| YTD | -7.2% | +12.3% | -19.5% | -12.9% |
| 1Y | -20.9% | +18.0% | -38.9% | -27.8% |
| 3Y | +384.0% | +47.0% | +337.0% | +295.2% |
| All | +769.3% | +48.6% | +720.8% | +597.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling