+104.6%
UL vs PRU
+107.2%
-2.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | +2.6% | +3.8% | -1.2% | +1.8% |
| 30D | +6.8% | +9.0% | -2.3% | +5.0% |
| 3M | +5.7% | +2.1% | +3.6% | +5.2% |
| 6M | +15.9% | +25.4% | -9.5% | +11.1% |
| YTD | +4.3% | +13.5% | -9.3% | +1.5% |
| 1Y | -0.4% | +21.3% | -21.8% | -4.2% |
| 3Y | +35.0% | +55.1% | -20.2% | +21.8% |
| 5Y | +31.6% | +43.6% | -12.0% | +19.4% |
| 10Y | +104.6% | +99.2% | +5.4% | +63.4% |
| All | +104.6% | +107.2% | -2.6% | +63.4% |
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