+3,367.9%
UNP vs PRU
+785.9%
+2,582.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.7% |
| 7D | -4.6% | +2.4% | -6.9% | -5.3% |
| 30D | +5.6% | +6.1% | -0.5% | +3.5% |
| 3M | -1.3% | -0.7% | -0.6% | -1.2% |
| 6M | +9.2% | +22.1% | -12.8% | +2.0% |
| YTD | +27.3% | +9.8% | +17.6% | +22.6% |
| 1Y | +35.9% | +19.4% | +16.6% | +27.2% |
| 3Y | +45.5% | +50.4% | -4.9% | +25.0% |
| 5Y | +36.0% | +37.2% | -1.2% | +19.1% |
| 10Y | +307.2% | +119.5% | +187.7% | +193.5% |
| All | +3,367.9% | +785.9% | +2,582.0% | +1,180.3% |
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