+43.5%
PRU vs SPYG
+83.9%
-40.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.3% |
| 7D | -1.9% | +0.3% | -2.2% | -2.0% |
| 30D | -2.6% | -1.7% | -0.9% | -1.6% |
| 3M | +14.7% | +3.6% | +11.1% | +11.7% |
| 6M | +25.7% | +16.6% | +9.1% | +13.0% |
| YTD | +8.3% | +13.4% | -5.1% | -0.9% |
| 1Y | +17.3% | +19.6% | -2.3% | +3.4% |
| 3Y | +43.2% | +99.8% | -56.6% | -11.6% |
| 5Y | +43.5% | +85.0% | -41.4% | -10.8% |
| All | +43.5% | +83.9% | -40.4% | -10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling