+245.3%
UNH vs PRU
+135.5%
+109.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -1.7% | -1.9% | +0.2% | -1.1% |
| 30D | -3.8% | -2.6% | -1.2% | -3.0% |
| 3M | -4.3% | +14.7% | -19.0% | -8.7% |
| 6M | +38.6% | +25.7% | +12.9% | +27.9% |
| YTD | +20.7% | +8.3% | +12.4% | +17.0% |
| 1Y | +16.0% | +17.3% | -1.3% | +9.4% |
| 3Y | -13.5% | +43.2% | -56.6% | -25.6% |
| 5Y | +3.5% | +43.5% | -40.0% | -13.1% |
| 10Y | +245.3% | +134.6% | +110.8% | +123.3% |
| All | +245.3% | +135.5% | +109.8% | +123.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling