-51.2%
LULU vs PRU
+19.0%
-70.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.4% | -1.0% | -16.4% | -16.9% |
| 7D | -16.7% | +1.9% | -18.6% | -17.4% |
| 30D | -18.5% | +2.7% | -21.3% | -19.6% |
| 3M | -19.5% | +19.5% | -38.9% | -26.2% |
| 6M | -41.9% | +26.6% | -68.6% | -48.9% |
| YTD | -51.6% | +12.3% | -63.9% | -53.8% |
| 1Y | -51.2% | +18.0% | -69.2% | -52.8% |
| All | -51.2% | +19.0% | -70.2% | -52.8% |
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