+544.3%
PRU vs SPXU
-100.0%
+644.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.9% | +3.7% | -2.0% |
| 7D | -2.8% | +1.5% | -4.4% | -1.6% |
| 30D | +8.5% | +6.4% | +2.2% | +12.6% |
| 3M | +1.7% | +4.2% | -2.5% | +4.9% |
| 6M | +24.8% | -7.8% | +32.5% | +22.3% |
| YTD | +13.3% | -27.5% | +40.8% | +0.8% |
| 1Y | +21.4% | -27.1% | +48.5% | +8.7% |
| 3Y | +54.8% | -80.8% | +135.6% | -16.9% |
| 5Y | +42.4% | -84.1% | +126.5% | -14.4% |
| 10Y | +98.4% | -99.5% | +197.9% | -65.5% |
| All | +544.3% | -100.0% | +644.3% | -82.8% |
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