+133.5%
VTR vs PRU
+102.7%
+30.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +1.4% | -2.8% | +4.2% | +2.8% |
| 30D | +8.2% | +8.5% | -0.3% | +3.6% |
| 3M | +4.6% | +1.7% | +2.9% | +3.3% |
| 6M | +4.3% | +24.8% | -20.4% | -7.4% |
| YTD | +19.0% | +13.3% | +5.7% | +10.1% |
| 1Y | +21.6% | +21.4% | +0.3% | +8.2% |
| 3Y | +132.2% | +54.8% | +77.4% | +72.6% |
| 5Y | +94.4% | +42.4% | +52.0% | +48.0% |
| 10Y | +133.5% | +98.4% | +35.0% | +20.0% |
| All | +133.5% | +102.7% | +30.8% | +20.0% |
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