+42.2%
PRU vs URA
+25.6%
+16.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.2% |
| 7D | +3.6% | -1.5% | +5.2% | +3.8% |
| 30D | +8.9% | -10.4% | +19.3% | +10.8% |
| 3M | +0.2% | -29.6% | +29.8% | +6.2% |
| 6M | +23.7% | -40.3% | +64.0% | +34.7% |
| YTD | +13.7% | -25.5% | +39.2% | +16.4% |
| 1Y | +20.6% | -26.4% | +47.0% | +23.4% |
| 3Y | +56.3% | +31.4% | +24.9% | +30.7% |
| All | +42.2% | +25.6% | +16.6% | +14.0% |
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