+1,351.8%
PRU vs SPXS
-100.0%
+1,451.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -2.4% |
| 7D | -2.8% | +1.5% | -4.3% | -1.5% |
| 30D | +8.5% | +6.3% | +2.2% | +13.2% |
| 3M | +1.7% | +4.2% | -2.5% | +5.4% |
| 6M | +24.8% | -7.9% | +32.7% | +21.5% |
| YTD | +13.3% | -27.5% | +40.8% | -1.7% |
| 1Y | +21.4% | -27.0% | +48.4% | +6.1% |
| 3Y | +54.8% | -80.5% | +135.3% | -26.9% |
| 5Y | +42.4% | -84.0% | +126.3% | -24.7% |
| 10Y | +98.4% | -99.5% | +197.9% | -79.1% |
| All | +1,351.8% | -100.0% | +1,451.8% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling