+92.7%
USB vs PRU
+121.2%
-28.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +0.4% |
| 7D | -1.5% | +4.8% | -6.3% | -5.1% |
| 30D | +4.3% | +7.9% | -3.6% | -1.7% |
| 3M | -6.1% | +3.1% | -9.2% | -8.5% |
| 6M | +9.4% | +25.2% | -15.8% | -8.0% |
| YTD | +15.2% | +12.7% | +2.4% | +3.8% |
| 1Y | +32.8% | +23.5% | +9.3% | +11.6% |
| 3Y | +91.3% | +50.6% | +40.7% | +37.2% |
| 5Y | +22.7% | +40.9% | -18.2% | -7.3% |
| All | +92.7% | +121.2% | -28.5% | -4.1% |
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 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