+109.6%
UAL vs PRU
+38.4%
+71.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.3% | -1.3% | -1.4% |
| 7D | +5.0% | +4.8% | +0.2% | +0.6% |
| 30D | -1.2% | +7.9% | -9.1% | -8.1% |
| 3M | -16.8% | +3.1% | -19.9% | -19.3% |
| 6M | +18.0% | +25.2% | -7.3% | -6.3% |
| YTD | -1.2% | +12.7% | -13.9% | -13.2% |
| 1Y | +14.3% | +23.5% | -9.2% | -8.4% |
| 3Y | +194.6% | +50.6% | +144.0% | +94.5% |
| 5Y | +109.6% | +40.9% | +68.8% | +49.7% |
| All | +109.6% | +38.4% | +71.2% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling