+120.5%
URI vs PRU
+47.2%
+73.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.2% |
| 7D | -2.0% | +1.9% | -3.8% | -3.2% |
| 30D | -12.9% | +2.7% | -15.7% | -14.5% |
| 3M | -6.7% | +19.5% | -26.2% | -17.6% |
| 6M | +19.0% | +26.6% | -7.6% | +0.5% |
| YTD | +25.5% | +12.3% | +13.2% | +14.7% |
| 1Y | +5.5% | +18.0% | -12.5% | -7.5% |
| All | +120.5% | +47.2% | +73.4% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling