+75.4%
USAR vs PRU
+53.8%
+21.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | +0.6% |
| 7D | +2.3% | +1.9% | +0.4% | +2.0% |
| 30D | -8.6% | -0.4% | -8.2% | -8.6% |
| 3M | -20.5% | +16.4% | -36.9% | -22.5% |
| 6M | +1.2% | +26.0% | -24.8% | -2.7% |
| YTD | +48.4% | +9.9% | +38.5% | +44.2% |
| 1Y | +30.6% | +18.8% | +11.9% | +26.1% |
| 3Y | +73.6% | +45.3% | +28.3% | +68.8% |
| All | +75.4% | +53.8% | +21.6% | +70.5% |
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