+99.3%
UL vs PRU
+115.4%
-16.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.5% |
| 7D | +0.3% | +3.2% | -2.9% | -0.3% |
| 30D | +7.0% | +7.9% | -0.9% | +5.5% |
| 3M | +5.8% | +1.8% | +4.0% | +5.4% |
| 6M | +16.1% | +24.1% | -8.0% | +11.6% |
| YTD | +4.5% | +12.4% | -7.9% | +2.0% |
| 1Y | -1.3% | +20.9% | -22.2% | -5.0% |
| 3Y | +35.0% | +55.5% | -20.5% | +21.8% |
| 5Y | +31.9% | +42.7% | -10.7% | +19.9% |
| 10Y | +99.3% | +106.1% | -6.9% | +65.3% |
| All | +99.3% | +115.4% | -16.1% | +65.3% |
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