-36.7%
AUR vs PRU
+44.8%
-81.5%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.4% | -3.3% |
| 7D | +0.2% | -3.8% | +4.0% | +3.5% |
| 30D | -8.9% | -2.0% | -6.9% | -7.4% |
| 3M | +4.6% | +14.0% | -9.3% | -7.0% |
| 6M | +44.9% | +27.2% | +17.6% | +16.7% |
| YTD | +64.8% | +9.1% | +55.8% | +51.1% |
| 1Y | +16.4% | +18.1% | -1.7% | -1.0% |
| 3Y | +85.1% | +44.3% | +40.8% | +40.8% |
| 5Y | -36.1% | +45.7% | -81.8% | -48.8% |
| All | -36.7% | +44.8% | -81.5% | -49.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling