+22.3%
UPS vs PRU
+20.5%
+1.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.7% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | +16.4% | +7.9% | +8.5% | +13.7% |
| 3M | +7.9% | +0.9% | +7.0% | +7.4% |
| 6M | +15.8% | +22.4% | -6.5% | +9.0% |
| YTD | +16.6% | +12.7% | +3.9% | +10.9% |
| 1Y | +22.3% | +19.6% | +2.7% | +12.3% |
| All | +22.3% | +20.5% | +1.8% | +12.3% |
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 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