-34.4%
AUR vs PRU
+43.7%
-78.1%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +1.3% |
| 7D | +11.1% | -1.9% | +13.0% | +13.1% |
| 30D | -6.9% | -2.6% | -4.3% | -4.7% |
| 3M | +5.5% | +14.7% | -9.2% | -7.5% |
| 6M | +41.0% | +25.7% | +15.3% | +13.3% |
| YTD | +69.3% | +8.3% | +61.0% | +55.4% |
| 1Y | +14.0% | +17.3% | -3.3% | -3.5% |
| 3Y | +90.1% | +43.2% | +46.9% | +41.2% |
| 5Y | -34.4% | +43.5% | -77.9% | -47.2% |
| All | -34.4% | +43.7% | -78.1% | -47.2% |
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