+236.1%
UMC vs PRU
+16.8%
+219.3%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +3.7% |
| 7D | +13.6% | -1.9% | +15.5% | +13.2% |
| 30D | +20.8% | -2.6% | +23.3% | +20.3% |
| 3M | +16.1% | +14.7% | +1.4% | +17.2% |
| 6M | +137.3% | +25.7% | +111.6% | +140.2% |
| YTD | +193.8% | +8.3% | +185.5% | +182.3% |
| 1Y | +236.1% | +17.3% | +218.8% | +209.8% |
| All | +236.1% | +16.8% | +219.3% | +209.8% |
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