+35.9%
UNP vs PRU
+19.8%
+16.1%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.9% |
| 7D | -4.6% | +2.4% | -6.9% | -5.0% |
| 30D | +5.6% | +6.1% | -0.5% | +4.2% |
| 3M | -1.3% | -0.7% | -0.6% | -1.2% |
| 6M | +9.2% | +22.1% | -12.8% | +4.3% |
| YTD | +27.3% | +9.8% | +17.6% | +23.6% |
| 1Y | +35.9% | +19.4% | +16.6% | +27.1% |
| All | +35.9% | +19.8% | +16.1% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling