-30.3%
LULU vs PRU
+27.9%
-58.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +6.6% | -1.8% | +1.2% |
| 7D | +6.5% | +9.8% | -3.3% | +1.2% |
| 30D | +20.3% | +11.6% | +8.7% | +13.7% |
| 3M | -8.9% | +3.7% | -12.6% | -11.2% |
| 6M | -13.1% | +33.0% | -46.1% | -23.5% |
| YTD | -46.1% | +16.6% | -62.7% | -49.3% |
| 1Y | -30.3% | +26.9% | -57.2% | -39.1% |
| All | -30.3% | +27.9% | -58.1% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling