+377.4%
VT vs PRU
+264.1%
+113.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | +0.3% |
| 7D | +0.4% | +1.9% | -1.4% | -0.2% |
| 30D | +1.0% | +2.7% | -1.7% | +0.1% |
| 3M | +2.4% | +19.5% | -17.1% | -3.4% |
| 6M | +12.0% | +26.6% | -14.6% | +3.6% |
| YTD | +15.3% | +12.3% | +3.0% | +10.6% |
| 1Y | +22.6% | +18.0% | +4.5% | +15.5% |
| 3Y | +74.7% | +47.0% | +27.7% | +52.0% |
| 5Y | +66.1% | +48.4% | +17.7% | +42.9% |
| 10Y | +225.0% | +142.4% | +82.6% | +126.6% |
| All | +377.4% | +264.1% | +113.4% | +149.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling