+227.1%
UMC vs PRU
+816.1%
-589.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.6% |
| 7D | -8.3% | +3.8% | -12.1% | -9.5% |
| 30D | -34.5% | +9.0% | -43.5% | -36.7% |
| 3M | -20.0% | +2.1% | -22.1% | -21.0% |
| 6M | -0.7% | +25.4% | -26.2% | -9.8% |
| YTD | +94.7% | +13.5% | +81.2% | +82.5% |
| 1Y | +106.0% | +21.3% | +84.6% | +88.0% |
| 3Y | +124.3% | +55.1% | +69.2% | +83.2% |
| 5Y | +78.0% | +43.6% | +34.4% | +48.8% |
| 10Y | +1,225.9% | +99.2% | +1,126.7% | +784.1% |
| All | +227.1% | +816.1% | -589.0% | -44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling