+2,863.0%
UNH vs PRU
+806.6%
+2,056.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | 0.0% | -0.7% |
| 7D | +1.1% | +1.9% | -0.8% | +0.5% |
| 30D | -3.8% | +2.7% | -6.5% | -4.6% |
| 3M | +0.7% | +19.5% | -18.7% | -4.7% |
| 6M | +37.9% | +26.6% | +11.2% | +27.7% |
| YTD | +21.9% | +12.3% | +9.6% | +17.2% |
| 1Y | +31.4% | +18.0% | +13.3% | +24.2% |
| 3Y | -11.4% | +47.0% | -58.4% | -23.2% |
| 5Y | +2.5% | +48.4% | -45.9% | -13.1% |
| 10Y | +242.9% | +142.4% | +100.4% | +133.6% |
| All | +2,863.0% | +806.6% | +2,056.4% | +943.2% |
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