+59.8%
UBER vs PRU
+42.1%
+17.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.3% |
| 7D | +1.6% | +3.6% | -2.0% | -0.4% |
| 30D | +0.6% | +8.9% | -8.3% | -4.3% |
| 3M | -8.2% | +0.2% | -8.3% | -8.4% |
| 6M | -6.7% | +23.7% | -30.4% | -17.8% |
| YTD | -14.7% | +13.7% | -28.5% | -21.5% |
| 1Y | -24.1% | +20.6% | -44.7% | -32.8% |
| 3Y | +33.4% | +56.3% | -22.9% | -4.4% |
| All | +59.8% | +42.1% | +17.7% | +24.8% |
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