+106.1%
PRU vs SPY
+315.0%
-208.9%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | -0.6% |
| 7D | +3.2% | +0.1% | +3.1% | +3.0% |
| 30D | +7.9% | -3.3% | +11.2% | +12.4% |
| 3M | +1.8% | -2.4% | +4.2% | +4.7% |
| 6M | +24.1% | +2.6% | +21.6% | +19.4% |
| YTD | +12.4% | +11.2% | +1.1% | -2.6% |
| 1Y | +20.9% | +13.4% | +7.5% | +2.1% |
| 3Y | +55.5% | +79.9% | -24.4% | -28.8% |
| 5Y | +42.7% | +72.2% | -29.5% | -31.3% |
| 10Y | +106.1% | +307.3% | -201.2% | -70.3% |
| All | +106.1% | +315.0% | -208.9% | -70.3% |
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