+20.6%
PRU vs USHY
+1.9%
+18.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.2% |
| 7D | +3.6% | -0.4% | +4.0% | +4.7% |
| 30D | +8.9% | +0.6% | +8.3% | +7.5% |
| 3M | +0.2% | -2.0% | +2.2% | +5.2% |
| 6M | +23.7% | -0.5% | +24.3% | +24.9% |
| YTD | +13.7% | +0.6% | +13.1% | +12.4% |
| 1Y | +20.6% | +2.1% | +18.5% | +12.2% |
| All | +20.6% | +1.9% | +18.8% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 1y: compounded portfolio wealth divided by compounded USHY 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…
1y analysis · Full analysis span regression · 6 months rolling