+162.5%
PRU vs ULTA
+1,924.4%
-1,761.9%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.3% |
| 7D | +3.6% | +2.5% | +1.1% | +2.6% |
| 30D | +8.9% | +11.5% | -2.7% | +4.4% |
| 3M | +0.2% | +28.1% | -28.0% | -9.4% |
| 6M | +23.7% | +34.2% | -10.5% | +9.1% |
| YTD | +13.7% | +9.2% | +4.5% | +7.6% |
| 1Y | +20.6% | +23.7% | -3.1% | +8.0% |
| 3Y | +56.3% | +69.2% | -12.9% | +17.2% |
| 5Y | +42.3% | +66.6% | -24.3% | +3.8% |
| 10Y | +99.3% | +176.6% | -77.3% | +5.4% |
| All | +162.5% | +1,924.4% | -1,761.9% | -74.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling