+101.1%
UAL vs PRU
+107.2%
-6.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.8% |
| 7D | +12.5% | +3.8% | +8.7% | +8.7% |
| 30D | +12.2% | +9.0% | +3.2% | +3.6% |
| 3M | -2.6% | +2.1% | -4.7% | -4.5% |
| 6M | +21.1% | +25.4% | -4.3% | -2.9% |
| YTD | +7.8% | +13.5% | -5.7% | -5.3% |
| 1Y | +25.4% | +21.3% | +4.1% | +3.5% |
| 3Y | +217.3% | +55.1% | +162.2% | +109.7% |
| 5Y | +132.9% | +43.6% | +89.3% | +65.7% |
| 10Y | +101.1% | +99.2% | +1.9% | -3.4% |
| All | +101.1% | +107.2% | -6.1% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 10y: compounded portfolio wealth divided by compounded PRU 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…
10y analysis · Full analysis span regression · 6 months rolling