+37.0%
PRU vs URA
+33.4%
+3.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -3.4% |
| 7D | +2.4% | -4.1% | +6.5% | +3.1% |
| 30D | +6.1% | -19.0% | +25.1% | +10.0% |
| 3M | -0.7% | -25.1% | +24.4% | +4.0% |
| 6M | +22.1% | -44.5% | +66.6% | +34.8% |
| YTD | +9.8% | -24.3% | +34.1% | +12.1% |
| 1Y | +19.4% | -28.1% | +47.5% | +22.8% |
| 3Y | +50.4% | +40.7% | +9.7% | +23.8% |
| All | +37.0% | +33.4% | +3.6% | +10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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