+45.6%
PRU vs SPXS
-85.9%
+131.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -1.6% |
| 7D | +1.9% | -1.5% | +3.5% | +1.5% |
| 30D | -0.4% | +3.7% | -4.1% | +0.9% |
| 3M | +16.4% | -9.6% | +26.0% | +13.3% |
| 6M | +26.0% | -32.4% | +58.4% | +12.5% |
| YTD | +9.9% | -28.7% | +38.6% | +0.5% |
| 1Y | +18.8% | -38.1% | +56.9% | +4.2% |
| 3Y | +45.3% | -80.1% | +125.5% | -2.7% |
| 5Y | +45.6% | -85.9% | +131.5% | 0.0% |
| All | +45.6% | -85.9% | +131.5% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling