+74.9%
USAR vs PRU
+57.2%
+17.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.3% |
| 7D | -2.1% | +1.9% | -4.0% | -2.4% |
| 30D | +2.6% | +2.7% | -0.1% | +2.3% |
| 3M | -35.0% | +19.5% | -54.5% | -36.9% |
| 6M | -6.9% | +26.6% | -33.5% | -10.5% |
| YTD | +48.0% | +12.3% | +35.6% | +43.3% |
| 1Y | +24.8% | +18.0% | +6.8% | +20.3% |
| 3Y | +73.2% | +47.0% | +26.2% | +67.9% |
| All | +74.9% | +57.2% | +17.7% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling