+1,339.7%
PRU vs SPXS
-100.0%
+1,439.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -0.2% |
| 7D | +1.9% | -0.1% | +1.9% | +1.9% |
| 30D | +2.7% | +0.8% | +1.9% | +3.4% |
| 3M | +19.5% | -4.7% | +24.2% | +17.1% |
| 6M | +26.6% | -29.6% | +56.3% | +6.1% |
| YTD | +12.3% | -29.8% | +42.1% | -5.3% |
| 1Y | +18.0% | -38.9% | +57.0% | -7.2% |
| 3Y | +47.0% | -79.6% | +126.6% | -28.6% |
| 5Y | +48.4% | -85.9% | +134.3% | -27.7% |
| 10Y | +142.4% | -99.5% | +242.0% | -75.1% |
| All | +1,339.7% | -100.0% | +1,439.7% | -93.2% |
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