+1,340.7%
URI vs PRU
+115.4%
+1,225.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.6% | +3.8% | +3.2% |
| 7D | -9.8% | +2.4% | -12.2% | -11.9% |
| 30D | +1.7% | +6.1% | -4.4% | -3.5% |
| 3M | -9.1% | -0.7% | -8.3% | -9.4% |
| 6M | +9.9% | +22.1% | -12.2% | -8.4% |
| YTD | +31.2% | +9.8% | +21.4% | +17.6% |
| 1Y | +25.9% | +19.4% | +6.6% | +5.2% |
| 3Y | +147.4% | +50.4% | +97.0% | +67.2% |
| 5Y | +179.7% | +37.2% | +142.6% | +104.2% |
| All | +1,340.7% | +115.4% | +1,225.3% | +491.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling