+19.1%
PRU vs SPXU
-38.2%
+57.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -1.8% |
| 7D | +1.9% | -1.5% | +3.4% | +1.6% |
| 30D | -0.4% | +3.7% | -4.2% | +0.4% |
| 3M | +16.4% | -9.6% | +26.0% | +14.4% |
| 6M | +26.0% | -32.4% | +58.4% | +15.5% |
| YTD | +9.9% | -28.7% | +38.6% | +2.9% |
| All | +19.1% | -38.2% | +57.3% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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