-25.0%
VST vs PRU
+32.7%
-57.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +6.6% | -20.4% | -10.8% |
| 7D | -15.7% | +9.8% | -25.5% | -12.3% |
| 30D | -17.0% | +11.6% | -28.6% | -13.5% |
| 3M | -15.9% | +3.7% | -19.6% | -12.4% |
| 6M | -25.0% | +33.0% | -58.0% | -28.7% |
| All | -25.0% | +32.7% | -57.7% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling