+97.7%
PRU vs SPY
+307.0%
-209.3%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.4% |
| 7D | +3.6% | +2.6% | +1.0% | +0.3% |
| 30D | +8.9% | -2.0% | +10.8% | +11.4% |
| 3M | +0.2% | -2.8% | +3.0% | +3.5% |
| 6M | +23.7% | +2.1% | +21.6% | +19.6% |
| YTD | +13.7% | +11.5% | +2.3% | -1.7% |
| 1Y | +20.6% | +13.5% | +7.2% | +1.8% |
| 3Y | +56.3% | +77.7% | -21.4% | -27.3% |
| 5Y | +42.3% | +72.6% | -30.3% | -31.7% |
| All | +97.7% | +307.0% | -209.3% | -71.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling