+55.1%
PRU vs SPXS
-80.4%
+135.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.4% |
| 7D | +3.8% | +0.4% | +3.4% | +4.5% |
| 30D | +9.0% | +10.8% | -1.8% | +13.2% |
| 3M | +2.1% | +9.6% | -7.5% | +6.0% |
| 6M | +25.4% | -4.7% | +30.1% | +25.2% |
| YTD | +13.5% | -24.6% | +38.1% | +6.4% |
| 1Y | +21.3% | -24.6% | +45.9% | +14.0% |
| 3Y | +55.1% | -79.8% | +134.9% | +4.8% |
| All | +55.1% | -80.4% | +135.5% | +4.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling