-32.7%
UPS vs PRU
+42.1%
-74.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.9% | +0.9% | +1.4% |
| 7D | +3.8% | +3.6% | +0.2% | +2.1% |
| 30D | +17.4% | +8.9% | +8.5% | +12.7% |
| 3M | +8.2% | +0.2% | +8.0% | +8.0% |
| 6M | +17.9% | +23.7% | -5.8% | +6.2% |
| YTD | +18.7% | +13.7% | +5.0% | +10.7% |
| 1Y | +24.8% | +20.6% | +4.2% | +13.0% |
| 3Y | -4.5% | +56.3% | -60.9% | -26.3% |
| All | -32.7% | +42.1% | -74.8% | -46.2% |
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