+1,975.6%
VTR vs PRU
+785.9%
+1,189.7%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +0.8% |
| 7D | +4.7% | +2.4% | +2.3% | +3.5% |
| 30D | +10.9% | +6.1% | +4.8% | +8.1% |
| 3M | -3.2% | -0.7% | -2.5% | -3.2% |
| 6M | +3.7% | +22.1% | -18.4% | -5.0% |
| YTD | +16.8% | +9.8% | +7.0% | +11.2% |
| 1Y | +21.3% | +19.4% | +2.0% | +11.3% |
| 3Y | +119.0% | +50.4% | +68.7% | +77.3% |
| 5Y | +94.0% | +37.2% | +56.8% | +61.1% |
| 10Y | +112.3% | +119.5% | -7.3% | +38.6% |
| All | +1,975.6% | +785.9% | +1,189.7% | +670.4% |
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