+101.3%
USB vs PRU
+130.8%
-29.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | -3.0% |
| 7D | +2.4% | +9.8% | -7.4% | -4.7% |
| 30D | +6.6% | +11.6% | -5.0% | -2.1% |
| 3M | -4.1% | +3.7% | -7.8% | -7.0% |
| 6M | +12.5% | +33.0% | -20.5% | -9.6% |
| YTD | +17.6% | +16.6% | +1.1% | +3.4% |
| 1Y | +36.5% | +26.9% | +9.6% | +12.4% |
| 3Y | +95.4% | +55.7% | +39.7% | +36.7% |
| 5Y | +26.1% | +44.5% | -18.4% | -6.5% |
| 10Y | +101.3% | +133.1% | -31.9% | -4.3% |
| All | +101.3% | +130.8% | -29.6% | -4.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling