+120.4%
UMC vs PRU
+20.9%
+99.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.1% |
| 7D | +11.2% | +3.6% | +7.6% | +12.0% |
| 30D | -28.0% | +8.9% | -36.9% | -25.8% |
| 3M | -20.5% | +0.2% | -20.7% | -19.5% |
| 6M | -1.6% | +23.7% | -25.3% | +2.7% |
| YTD | +99.4% | +13.7% | +85.6% | +90.1% |
| 1Y | +120.4% | +20.6% | +99.8% | +109.2% |
| All | +120.4% | +20.9% | +99.5% | +109.2% |
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