+132.9%
PRU vs SPYG
+424.8%
-291.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -1.9% | +0.3% | -2.2% | -2.1% |
| 30D | -2.6% | -1.7% | -0.9% | -1.1% |
| 3M | +14.7% | +3.6% | +11.1% | +10.4% |
| 6M | +25.7% | +16.6% | +9.1% | +8.2% |
| YTD | +8.3% | +13.4% | -5.1% | -4.4% |
| 1Y | +17.3% | +19.6% | -2.3% | -1.9% |
| 3Y | +43.2% | +99.8% | -56.6% | -28.2% |
| 5Y | +43.5% | +85.0% | -41.4% | -24.2% |
| All | +132.9% | +424.8% | -291.8% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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