+18.1%
PRU vs SPYG
+17.3%
+0.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.0% |
| 7D | -3.8% | -1.8% | -2.0% | -3.3% |
| 30D | -2.0% | -1.9% | -0.1% | -1.5% |
| 3M | +14.0% | +5.2% | +8.8% | +11.8% |
| 6M | +27.2% | +15.6% | +11.7% | +18.8% |
| YTD | +9.1% | +12.4% | -3.3% | +2.8% |
| 1Y | +18.1% | +17.5% | +0.6% | +10.7% |
| All | +18.1% | +17.3% | +0.8% | +10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling