+23.5%
UL vs PRU
+48.6%
-25.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -1.3% | +1.9% | -3.2% | -1.6% |
| 30D | +0.5% | +2.7% | -2.2% | 0.0% |
| 3M | +17.6% | +19.5% | -1.9% | +14.6% |
| 6M | -5.4% | +26.6% | -32.0% | -8.6% |
| YTD | +0.7% | +12.3% | -11.6% | -1.2% |
| 1Y | -9.3% | +18.0% | -27.3% | -11.7% |
| 3Y | +24.5% | +47.0% | -22.5% | +13.7% |
| All | +23.5% | +48.6% | -25.1% | +12.9% |
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