+201.2%
UMC vs PRU
+785.9%
-584.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.6% | +6.1% | +4.5% |
| 7D | -17.0% | +2.4% | -19.4% | -17.7% |
| 30D | -40.6% | +6.1% | -46.7% | -42.0% |
| 3M | -27.9% | -0.7% | -27.1% | -28.0% |
| 6M | -7.5% | +22.1% | -29.5% | -15.1% |
| YTD | +79.3% | +9.8% | +69.5% | +70.1% |
| 1Y | +92.8% | +19.4% | +73.4% | +77.0% |
| 3Y | +108.2% | +50.4% | +57.8% | +71.9% |
| 5Y | +68.4% | +37.2% | +31.3% | +43.1% |
| 10Y | +1,107.7% | +119.5% | +988.2% | +672.6% |
| All | +201.2% | +785.9% | -584.7% | -47.9% |
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