+2,858.8%
UNH vs PRU
+785.9%
+2,072.9%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.2% | +0.4% |
| 7D | -3.2% | +2.4% | -5.5% | -3.9% |
| 30D | +4.8% | +6.1% | -1.3% | +2.8% |
| 3M | -1.8% | -0.7% | -1.1% | -1.8% |
| 6M | +8.6% | +22.1% | -13.5% | +1.9% |
| YTD | +21.8% | +9.8% | +12.0% | +17.7% |
| 1Y | +25.8% | +19.4% | +6.5% | +18.6% |
| 3Y | -21.3% | +50.4% | -71.7% | -32.3% |
| 5Y | -5.3% | +37.2% | -42.5% | -17.8% |
| 10Y | +238.1% | +119.5% | +118.6% | +137.3% |
| All | +2,858.8% | +785.9% | +2,072.9% | +947.9% |
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