-13.0%
USAR vs PRU
+57.2%
-70.2%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +2.4% | +4.1% | +6.2% |
| 7D | -1.1% | +3.2% | -4.2% | -1.5% |
| 30D | -30.3% | +7.9% | -38.2% | -31.0% |
| 3M | -54.7% | +1.8% | -56.5% | -54.8% |
| 6M | -67.5% | +24.1% | -91.6% | -68.6% |
| YTD | -26.4% | +12.4% | -38.8% | -28.7% |
| 1Y | -49.5% | +20.9% | -70.4% | -51.3% |
| 3Y | -14.5% | +55.5% | -69.9% | -17.0% |
| All | -13.0% | +57.2% | -70.2% | -15.7% |
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