+19.6%
PRU vs SPXS
-25.7%
+45.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.3% |
| 7D | 0.0% | -9.5% | +9.4% | -2.2% |
| 30D | +7.9% | +7.4% | +0.5% | +10.1% |
| 3M | +0.9% | +6.1% | -5.2% | +2.8% |
| 6M | +22.4% | -7.3% | +29.6% | +21.3% |
| YTD | +12.7% | -26.7% | +39.4% | +6.6% |
| 1Y | +19.6% | -26.2% | +45.8% | +13.7% |
| All | +19.6% | -25.7% | +45.3% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 1y: compounded portfolio wealth divided by compounded SPXS 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…
1y analysis · Full analysis span regression · 6 months rolling