+42.2%
PRU vs ULTA
+65.2%
-23.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | +3.6% | +2.5% | +1.1% | +3.0% |
| 30D | +8.9% | +11.5% | -2.7% | +6.1% |
| 3M | +0.2% | +28.1% | -28.0% | -5.6% |
| 6M | +23.7% | +34.2% | -10.5% | +14.8% |
| YTD | +13.7% | +9.2% | +4.5% | +10.3% |
| 1Y | +20.6% | +23.7% | -3.1% | +12.9% |
| 3Y | +56.3% | +69.2% | -12.9% | +28.0% |
| All | +42.2% | +65.2% | -23.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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