+348.0%
VT vs PRU
+265.4%
+82.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.3% | -0.8% | -3.0% |
| 7D | -4.2% | +4.8% | -9.0% | -5.6% |
| 30D | -5.8% | +7.9% | -13.7% | -8.1% |
| 3M | -5.2% | +3.1% | -8.3% | -6.3% |
| 6M | +0.1% | +25.2% | -25.1% | -7.1% |
| YTD | +8.2% | +12.7% | -4.5% | +3.5% |
| 1Y | +10.1% | +23.5% | -13.4% | +2.3% |
| 3Y | +69.7% | +50.6% | +19.1% | +46.4% |
| 5Y | +53.4% | +40.9% | +12.5% | +34.0% |
| 10Y | +219.2% | +125.5% | +93.8% | +127.2% |
| All | +348.0% | +265.4% | +82.7% | +133.4% |
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