+1,857.3%
UMC vs PRU
+135.5%
+1,721.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.4% |
| 7D | +13.6% | -1.9% | +15.5% | +14.2% |
| 30D | +20.8% | -2.6% | +23.3% | +21.5% |
| 3M | +16.1% | +14.7% | +1.4% | +10.7% |
| 6M | +137.3% | +25.7% | +111.6% | +119.8% |
| YTD | +193.8% | +8.3% | +185.5% | +183.3% |
| 1Y | +236.1% | +17.3% | +218.8% | +215.3% |
| 3Y | +267.1% | +43.2% | +223.9% | +218.1% |
| 5Y | +145.3% | +43.5% | +101.8% | +111.8% |
| 10Y | +1,857.3% | +134.6% | +1,722.8% | +1,429.5% |
| All | +1,857.3% | +135.5% | +1,721.8% | +1,429.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling