+92.5%
USB vs PRU
+50.4%
+42.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +0.3% |
| 7D | -1.5% | +4.8% | -6.3% | -4.9% |
| 30D | +4.3% | +7.9% | -3.6% | -1.5% |
| 3M | -6.1% | +3.1% | -9.2% | -8.4% |
| 6M | +9.4% | +25.2% | -15.8% | -7.5% |
| YTD | +15.2% | +12.7% | +2.4% | +4.4% |
| 1Y | +32.8% | +23.5% | +9.3% | +11.8% |
| All | +92.5% | +50.4% | +42.1% | +18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling