+265.2%
UAL vs PRU
+247.8%
+17.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.6% | +1.4% | +3.9% |
| 7D | +11.9% | +9.8% | +2.2% | +5.8% |
| 30D | +5.2% | +11.6% | -6.4% | -1.5% |
| 3M | -12.7% | +3.7% | -16.4% | -14.6% |
| 6M | +28.5% | +33.0% | -4.4% | +7.6% |
| YTD | +3.5% | +16.6% | -13.1% | -6.0% |
| 1Y | +27.5% | +26.9% | +0.6% | +10.0% |
| 3Y | +208.6% | +55.7% | +152.9% | +139.4% |
| 5Y | +135.6% | +44.5% | +91.1% | +94.0% |
| 10Y | +102.3% | +133.1% | -30.9% | +31.0% |
| All | +265.2% | +247.8% | +17.3% | +72.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling