+36.5%
USB vs PRU
+27.9%
+8.6%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +6.6% | -4.7% | -1.6% |
| 7D | +2.4% | +9.8% | -7.4% | -2.7% |
| 30D | +6.6% | +11.6% | -5.0% | +0.3% |
| 3M | -4.1% | +3.7% | -7.8% | -6.1% |
| 6M | +12.5% | +33.0% | -20.5% | -2.6% |
| YTD | +17.6% | +16.6% | +1.1% | +6.0% |
| 1Y | +36.5% | +26.9% | +9.6% | +12.4% |
| All | +36.5% | +27.9% | +8.6% | +12.4% |
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