+170.4%
PRU vs UEC
+73.5%
+96.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.0% |
| 7D | +1.9% | -6.9% | +8.8% | +2.8% |
| 30D | +2.7% | +7.6% | -4.9% | +1.5% |
| 3M | +19.5% | -18.4% | +37.9% | +21.1% |
| 6M | +26.6% | -23.3% | +49.9% | +28.2% |
| YTD | +12.3% | -1.2% | +13.5% | +9.3% |
| 1Y | +18.0% | +2.3% | +15.7% | +12.6% |
| 3Y | +47.0% | +162.3% | -115.3% | +18.0% |
| 5Y | +48.4% | +287.2% | -238.8% | +4.4% |
| 10Y | +142.4% | +1,009.6% | -867.2% | +27.3% |
| All | +170.4% | +73.5% | +96.9% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 all: compounded portfolio wealth divided by compounded UEC 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…
all analysis · Full analysis span regression · 6 months rolling