+42.7%
PRU vs SPXU
-83.1%
+125.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -7.0% | +9.4% | +0.1% |
| 7D | +3.2% | -1.5% | +4.6% | +3.2% |
| 30D | +7.9% | +9.7% | -1.7% | +11.8% |
| 3M | +1.8% | +8.4% | -6.6% | +5.4% |
| 6M | +24.1% | -5.7% | +29.9% | +23.5% |
| YTD | +12.4% | -25.4% | +37.8% | +4.9% |
| 1Y | +20.9% | -28.9% | +49.8% | +11.5% |
| 3Y | +55.5% | -81.2% | +136.6% | +2.4% |
| 5Y | +42.7% | -83.3% | +126.0% | +3.7% |
| All | +42.7% | -83.1% | +125.7% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling