+115.0%
UMC vs PRU
+27.9%
+87.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.6% | -8.7% | +0.2% |
| 7D | -14.7% | +9.8% | -24.4% | -11.8% |
| 30D | -32.9% | +11.6% | -44.4% | -30.1% |
| 3M | -22.2% | +3.7% | -25.8% | -20.4% |
| 6M | +25.9% | +33.0% | -7.1% | +33.0% |
| YTD | +107.9% | +16.6% | +91.3% | +99.9% |
| 1Y | +115.0% | +26.9% | +88.1% | +103.8% |
| All | +115.0% | +27.9% | +87.2% | +103.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling