+31.5%
PRU vs UMAC
+195.7%
-164.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.5% | +6.0% | -0.4% |
| 7D | 0.0% | +10.1% | -10.2% | -0.2% |
| 30D | +7.9% | -39.1% | +47.1% | +8.6% |
| 3M | +0.9% | -56.2% | +57.1% | +1.9% |
| 6M | +22.4% | -16.2% | +38.6% | +21.7% |
| YTD | +12.7% | -7.1% | +19.8% | +11.3% |
| 1Y | +19.6% | +10.3% | +9.3% | +17.5% |
| All | +31.5% | +195.7% | -164.3% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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