+667.3%
UL vs PRU
+806.6%
-139.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.1% |
| 7D | -1.3% | +1.9% | -3.2% | -1.7% |
| 30D | +0.5% | +2.7% | -2.2% | -0.1% |
| 3M | +17.6% | +19.5% | -1.9% | +13.5% |
| 6M | -5.4% | +26.6% | -32.0% | -9.9% |
| YTD | +0.7% | +12.3% | -11.6% | -2.0% |
| 1Y | -9.3% | +18.0% | -27.3% | -12.6% |
| 3Y | +24.5% | +47.0% | -22.5% | +13.0% |
| 5Y | +23.2% | +48.4% | -25.2% | +10.4% |
| 10Y | +64.5% | +142.4% | -78.0% | +25.1% |
| All | +667.3% | +806.6% | -139.3% | +249.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling