+41.2%
USB vs PRU
+48.6%
-7.4%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.5% |
| 7D | +1.4% | +1.9% | -0.4% | -0.1% |
| 30D | -1.3% | +2.7% | -4.0% | -3.5% |
| 3M | +15.2% | +19.5% | -4.2% | -0.6% |
| 6M | +18.8% | +26.6% | -7.8% | -2.8% |
| YTD | +21.0% | +12.3% | +8.7% | +8.7% |
| 1Y | +34.0% | +18.0% | +16.0% | +15.1% |
| 3Y | +95.3% | +47.0% | +48.3% | +35.7% |
| All | +41.2% | +48.6% | -7.4% | -3.3% |
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 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