+159.3%
PRU vs ULTA
+1,628.6%
-1,469.3%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.4% |
| 7D | +1.9% | +9.0% | -7.1% | -1.6% |
| 30D | +2.7% | +4.6% | -1.8% | +0.5% |
| 3M | +19.5% | +22.0% | -2.5% | +9.6% |
| 6M | +26.6% | -14.7% | +41.3% | +32.5% |
| YTD | +12.3% | -6.8% | +19.1% | +13.1% |
| 1Y | +18.0% | +6.5% | +11.5% | +11.9% |
| 3Y | +47.0% | +35.6% | +11.4% | +20.3% |
| 5Y | +48.4% | +47.6% | +0.8% | +12.7% |
| 10Y | +142.4% | +128.9% | +13.6% | +37.5% |
| All | +159.3% | +1,628.6% | -1,469.3% | -72.8% |
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