+3,493.0%
UNP vs PRU
+816.1%
+2,676.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | -0.9% | +3.8% | -4.7% | -2.2% |
| 30D | +8.0% | +9.0% | -1.0% | +4.9% |
| 3M | +3.3% | +2.1% | +1.2% | +2.5% |
| 6M | +14.7% | +25.4% | -10.7% | +6.1% |
| YTD | +31.9% | +13.5% | +18.4% | +25.6% |
| 1Y | +37.1% | +21.3% | +15.8% | +27.6% |
| 3Y | +51.9% | +55.1% | -3.3% | +29.2% |
| 5Y | +39.3% | +43.6% | -4.3% | +20.2% |
| 10Y | +284.1% | +99.2% | +184.9% | +184.4% |
| All | +3,493.0% | +816.1% | +2,676.9% | +1,211.8% |
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