+232.9%
VTV vs PRU
+135.5%
+97.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -0.7% | -1.9% | +1.2% | +0.1% |
| 30D | -0.5% | -2.6% | +2.1% | +0.6% |
| 3M | +5.3% | +14.7% | -9.4% | -1.0% |
| 6M | +12.9% | +25.7% | -12.8% | +1.7% |
| YTD | +18.5% | +8.3% | +10.2% | +13.5% |
| 1Y | +25.3% | +17.3% | +8.0% | +15.6% |
| 3Y | +68.2% | +43.2% | +25.0% | +39.5% |
| 5Y | +80.6% | +43.5% | +37.1% | +46.9% |
| 10Y | +232.9% | +134.6% | +98.4% | +100.6% |
| All | +232.9% | +135.5% | +97.4% | +100.6% |
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