+34.0%
USB vs PRU
+19.0%
+15.0%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +1.4% | +1.9% | -0.4% | +0.4% |
| 30D | -1.3% | +2.7% | -4.0% | -2.7% |
| 3M | +15.2% | +19.5% | -4.2% | +4.7% |
| 6M | +18.8% | +26.6% | -7.8% | +4.6% |
| YTD | +21.0% | +12.3% | +8.7% | +12.3% |
| 1Y | +34.0% | +18.0% | +16.0% | +18.1% |
| All | +34.0% | +19.0% | +15.0% | +18.1% |
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