-54.0%
AUR vs PRU
+43.3%
-97.3%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.3% |
| 7D | +12.7% | -2.8% | +15.6% | +15.5% |
| 30D | -18.7% | +8.5% | -27.2% | -25.9% |
| 3M | -33.8% | +1.7% | -35.6% | -35.7% |
| 6M | -36.6% | +24.8% | -61.4% | -49.6% |
| YTD | +19.8% | +13.3% | +6.5% | +3.7% |
| 1Y | +8.0% | +21.4% | -13.4% | -12.7% |
| 3Y | +153.4% | +54.8% | +98.7% | +70.6% |
| 5Y | -54.0% | +42.4% | -96.4% | -64.8% |
| All | -54.0% | +43.3% | -97.3% | -64.8% |
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