+539.0%
PRU vs SPXU
-100.0%
+639.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -0.4% |
| 7D | +1.9% | -0.1% | +2.0% | +1.9% |
| 30D | +2.7% | +0.8% | +1.9% | +3.3% |
| 3M | +19.5% | -4.7% | +24.2% | +17.6% |
| 6M | +26.6% | -29.6% | +56.3% | +9.4% |
| YTD | +12.3% | -29.9% | +42.2% | -2.5% |
| 1Y | +18.0% | -39.1% | +57.1% | -3.4% |
| 3Y | +47.0% | -80.0% | +127.0% | -19.5% |
| 5Y | +48.4% | -86.0% | +134.5% | -16.7% |
| 10Y | +142.4% | -99.5% | +242.0% | -58.8% |
| All | +539.0% | -100.0% | +639.0% | -83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling