+52.2%
UNP vs PRU
+48.6%
+3.6%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.1% | +0.6% |
| 7D | -5.3% | +1.9% | -7.2% | -6.1% |
| 30D | -1.5% | +2.7% | -4.3% | -2.7% |
| 3M | +10.3% | +19.5% | -9.2% | +2.0% |
| 6M | +9.7% | +26.6% | -17.0% | -1.3% |
| YTD | +27.1% | +12.3% | +14.8% | +20.1% |
| 1Y | +32.6% | +18.0% | +14.5% | +22.3% |
| 3Y | +40.0% | +47.0% | -7.0% | +15.1% |
| All | +52.2% | +48.6% | +3.6% | +21.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling