+545.7%
PRU vs SPXU
-100.0%
+645.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +1.6% |
| 7D | +3.8% | +0.5% | +3.3% | +4.7% |
| 30D | +9.0% | +10.9% | -1.9% | +15.3% |
| 3M | +2.1% | +9.6% | -7.5% | +7.8% |
| 6M | +25.4% | -4.7% | +30.1% | +24.8% |
| YTD | +13.5% | -24.6% | +38.1% | +2.9% |
| 1Y | +21.3% | -24.7% | +46.1% | +10.3% |
| 3Y | +55.1% | -80.0% | +135.2% | -15.2% |
| 5Y | +43.6% | -83.5% | +127.0% | -12.2% |
| 10Y | +99.2% | -99.5% | +198.7% | -64.6% |
| All | +545.7% | -100.0% | +645.7% | -82.4% |
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