-77.1%
LULU vs PRU
+42.1%
-119.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.6% |
| 7D | -4.6% | +3.6% | -8.3% | -6.6% |
| 30D | +12.3% | +8.9% | +3.4% | +7.0% |
| 3M | -11.6% | +0.2% | -11.8% | -11.7% |
| 6M | -12.8% | +23.7% | -36.6% | -23.1% |
| YTD | -49.2% | +13.7% | -62.9% | -53.1% |
| 1Y | -37.7% | +20.6% | -58.4% | -44.5% |
| 3Y | -74.7% | +56.3% | -131.0% | -80.9% |
| All | -77.1% | +42.1% | -119.2% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling