+97.8%
VTR vs PRU
+135.5%
-37.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.2% |
| 7D | -2.9% | -1.9% | -1.0% | -2.0% |
| 30D | -2.8% | -2.6% | -0.2% | -1.6% |
| 3M | +9.0% | +14.7% | -5.7% | +1.4% |
| 6M | +5.0% | +25.7% | -20.7% | -7.1% |
| YTD | +16.9% | +8.3% | +8.7% | +11.1% |
| 1Y | +34.3% | +17.3% | +17.0% | +21.9% |
| 3Y | +131.6% | +43.2% | +88.4% | +80.9% |
| 5Y | +88.0% | +43.5% | +44.5% | +42.9% |
| 10Y | +97.8% | +134.6% | -36.8% | +11.1% |
| All | +97.8% | +135.5% | -37.8% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling