+43.5%
PRU vs USHY
+21.5%
+22.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.2% |
| 7D | -1.9% | -0.1% | -1.7% | -1.6% |
| 30D | -2.6% | 0.0% | -2.5% | -2.5% |
| 3M | +14.7% | +0.8% | +13.9% | +13.1% |
| 6M | +25.7% | +1.9% | +23.8% | +21.8% |
| YTD | +8.3% | +2.3% | +6.0% | +4.5% |
| 1Y | +17.3% | +4.1% | +13.2% | +9.9% |
| 3Y | +43.2% | +27.8% | +15.4% | +0.3% |
| 5Y | +43.5% | +21.5% | +22.0% | +11.4% |
| All | +43.5% | +21.5% | +22.0% | +11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling