-7.5%
UMC vs PRU
+20.0%
-27.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +2.3% |
| 7D | -17.0% | +2.4% | -19.4% | -14.2% |
| 30D | -40.6% | +6.1% | -46.7% | -36.7% |
| 3M | -27.9% | -0.7% | -27.1% | -26.2% |
| 6M | -7.5% | +22.1% | -29.5% | +9.0% |
| All | -7.5% | +20.0% | -27.5% | +9.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling