+108.2%
UMC vs PRU
+46.4%
+61.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +3.9% |
| 7D | -17.0% | +2.4% | -19.4% | -17.1% |
| 30D | -40.6% | +6.1% | -46.7% | -41.0% |
| 3M | -27.9% | -0.7% | -27.1% | -27.7% |
| 6M | -7.5% | +22.1% | -29.5% | -11.8% |
| YTD | +79.3% | +9.8% | +69.5% | +74.1% |
| 1Y | +92.8% | +19.4% | +73.4% | +82.0% |
| 3Y | +108.2% | +50.4% | +57.8% | +58.0% |
| All | +108.2% | +46.4% | +61.7% | +58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling