+251.3%
UAL vs PRU
+235.2%
+16.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.5% | +3.1% |
| 7D | +0.7% | +1.9% | -1.2% | -0.4% |
| 30D | -16.1% | +2.7% | -18.8% | -17.5% |
| 3M | +6.1% | +19.5% | -13.3% | -5.2% |
| 6M | +10.8% | +26.6% | -15.8% | -4.4% |
| YTD | -0.4% | +12.3% | -12.7% | -7.6% |
| 1Y | +5.0% | +18.0% | -13.0% | -5.4% |
| 3Y | +124.0% | +47.0% | +77.0% | +80.0% |
| 5Y | +141.0% | +48.4% | +92.5% | +95.1% |
| 10Y | +118.0% | +142.4% | -24.4% | +38.6% |
| All | +251.3% | +235.2% | +16.2% | +69.7% |
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 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