+22.7%
USB vs PRU
+38.4%
-15.7%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | +0.6% |
| 7D | -1.5% | +4.8% | -6.3% | -5.4% |
| 30D | +4.3% | +7.9% | -3.6% | -2.2% |
| 3M | -6.1% | +3.1% | -9.2% | -8.7% |
| 6M | +9.4% | +25.2% | -15.8% | -9.6% |
| YTD | +15.2% | +12.7% | +2.4% | +2.8% |
| 1Y | +32.8% | +23.5% | +9.3% | +9.4% |
| 3Y | +91.3% | +50.6% | +40.7% | +28.7% |
| 5Y | +22.7% | +40.9% | -18.2% | -13.5% |
| All | +22.7% | +38.4% | -15.7% | -13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling