+294.0%
UPS vs PRU
+806.6%
-512.6%
-57.9%
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 | -2.9% | +1.9% | -4.7% | -3.4% |
| 30D | -3.5% | +2.7% | -6.2% | -4.2% |
| 3M | -5.7% | +19.5% | -25.2% | -10.1% |
| 6M | -4.4% | +26.6% | -31.0% | -10.3% |
| YTD | +8.0% | +12.3% | -4.3% | +4.3% |
| 1Y | +29.0% | +18.0% | +11.0% | +22.8% |
| 3Y | -27.7% | +47.0% | -74.7% | -35.3% |
| 5Y | -34.3% | +48.4% | -82.8% | -41.6% |
| 10Y | +37.8% | +142.4% | -104.7% | +3.5% |
| All | +294.0% | +806.6% | -512.6% | +68.0% |
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 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