+688.8%
UL vs PRU
+785.9%
-97.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.6% | +0.1% | -2.0% |
| 7D | +1.1% | +2.4% | -1.3% | +0.6% |
| 30D | +8.2% | +6.1% | +2.1% | +6.9% |
| 3M | +4.5% | -0.7% | +5.3% | +4.6% |
| 6M | +12.6% | +22.1% | -9.5% | +8.1% |
| YTD | +3.5% | +9.8% | -6.3% | +1.2% |
| 1Y | -0.4% | +19.4% | -19.8% | -4.3% |
| 3Y | +36.0% | +50.4% | -14.4% | +22.9% |
| 5Y | +30.9% | +37.2% | -6.2% | +19.3% |
| 10Y | +97.5% | +119.5% | -22.0% | +53.4% |
| All | +688.8% | +785.9% | -97.1% | +261.1% |
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 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