+271.8%
UNP vs PRU
+139.4%
+132.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.6% |
| 7D | -0.7% | +1.9% | -2.7% | -1.7% |
| 30D | -1.1% | -0.4% | -0.7% | -1.0% |
| 3M | +7.9% | +16.4% | -8.6% | +0.3% |
| 6M | +14.6% | +26.0% | -11.4% | +2.4% |
| YTD | +26.6% | +9.9% | +16.7% | +20.0% |
| 1Y | +35.6% | +18.8% | +16.8% | +23.7% |
| 3Y | +45.5% | +45.3% | +0.1% | +18.5% |
| 5Y | +50.0% | +45.6% | +4.4% | +19.6% |
| 10Y | +271.8% | +139.6% | +132.2% | +109.7% |
| All | +271.8% | +139.4% | +132.5% | +109.7% |
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