+164.3%
PRU vs UEC
+4.1%
+160.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -3.5% |
| 7D | +2.4% | -10.2% | +12.6% | +3.6% |
| 30D | +6.1% | -26.9% | +33.1% | +9.9% |
| 3M | -0.7% | -35.7% | +35.0% | +4.0% |
| 6M | +22.1% | -56.1% | +78.2% | +32.5% |
| YTD | +9.8% | -40.8% | +50.5% | +13.1% |
| 1Y | +19.4% | -43.4% | +62.7% | +23.1% |
| 3Y | +50.4% | +25.4% | +25.0% | +32.3% |
| 5Y | +37.2% | +51.1% | -13.9% | +9.3% |
| 10Y | +119.5% | +695.4% | -575.9% | +19.8% |
| All | +164.3% | +4.1% | +160.2% | +22.8% |
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