+50.0%
LULU vs PRU
+140.2%
-90.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.5% | +1.9% |
| 7D | -1.6% | -2.3% | +0.6% | -0.7% |
| 30D | -18.1% | -1.7% | -16.4% | -17.5% |
| 3M | -18.8% | +13.2% | -32.0% | -22.9% |
| 6M | -39.2% | +28.8% | -68.0% | -45.5% |
| YTD | -52.4% | +9.8% | -62.2% | -54.4% |
| 1Y | -40.3% | +17.4% | -57.7% | -44.5% |
| 3Y | -75.1% | +44.9% | -120.0% | -78.8% |
| 5Y | -76.7% | +46.6% | -123.4% | -80.4% |
| All | +50.0% | +140.2% | -90.3% | +4.3% |
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