+351.7%
UMC vs PRU
+806.6%
-454.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.0% | +5.5% | +4.9% |
| 7D | +5.0% | +1.9% | +3.1% | +4.1% |
| 30D | +7.7% | +2.7% | +5.0% | +6.5% |
| 3M | +1.7% | +19.5% | -17.8% | -5.5% |
| 6M | +113.9% | +26.6% | +87.3% | +94.4% |
| YTD | +168.9% | +12.3% | +156.6% | +153.9% |
| 1Y | +207.2% | +18.0% | +189.2% | +184.0% |
| 3Y | +227.7% | +47.0% | +180.7% | +174.0% |
| 5Y | +118.0% | +48.4% | +69.6% | +80.5% |
| 10Y | +1,682.1% | +142.4% | +1,539.7% | +999.5% |
| All | +351.7% | +806.6% | -454.9% | -22.2% |
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 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