+660.7%
USB vs PRU
+806.6%
-145.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +1.4% | +1.9% | -0.4% | +0.4% |
| 30D | -1.3% | +2.7% | -4.0% | -2.7% |
| 3M | +15.2% | +19.5% | -4.2% | +4.7% |
| 6M | +18.8% | +26.6% | -7.8% | +4.4% |
| YTD | +21.0% | +12.3% | +8.7% | +13.0% |
| 1Y | +34.0% | +18.0% | +16.0% | +21.9% |
| 3Y | +95.3% | +47.0% | +48.3% | +58.8% |
| 5Y | +40.4% | +48.4% | -8.1% | +14.7% |
| 10Y | +107.3% | +142.4% | -35.1% | +30.1% |
| All | +660.7% | +806.6% | -145.9% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling