+309.5%
PRU vs URA
-51.6%
+361.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.4% | -7.0% | -4.1% |
| 7D | +2.4% | -4.1% | +6.5% | +3.7% |
| 30D | +6.1% | -19.0% | +25.1% | +13.4% |
| 3M | -0.7% | -25.1% | +24.4% | +8.1% |
| 6M | +22.1% | -44.5% | +66.6% | +45.5% |
| YTD | +9.8% | -24.3% | +34.1% | +14.3% |
| 1Y | +19.4% | -28.1% | +47.5% | +25.8% |
| 3Y | +50.4% | +40.7% | +9.7% | +13.6% |
| 5Y | +37.2% | +35.5% | +1.7% | -0.9% |
| 10Y | +119.5% | +281.2% | -161.6% | -13.5% |
| All | +309.5% | -51.6% | +361.1% | +247.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling