+12.6%
UL vs PRU
+20.0%
-7.4%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -1.4% |
| 7D | +1.1% | +2.4% | -1.3% | -0.1% |
| 30D | +8.2% | +6.1% | +2.1% | +5.4% |
| 3M | +4.5% | -0.7% | +5.3% | +4.1% |
| 6M | +12.6% | +22.1% | -9.5% | +5.1% |
| All | +12.6% | +20.0% | -7.4% | +5.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling