-75.6%
LULU vs PRU
+43.3%
-118.9%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.3% |
| 7D | -20.4% | -3.8% | -16.6% | -18.6% |
| 30D | -22.9% | -2.0% | -20.9% | -22.0% |
| 3M | -18.5% | +14.0% | -32.5% | -24.2% |
| 6M | -41.8% | +27.2% | -69.0% | -49.4% |
| YTD | -53.4% | +9.1% | -62.5% | -55.8% |
| 1Y | -40.9% | +18.1% | -59.0% | -46.7% |
| All | -75.6% | +43.3% | -118.9% | -80.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling