-16.6%
SPCX vs PRU
+12.6%
-29.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.2% | +8.4% |
| 7D | -0.3% | +2.4% | -2.7% | +0.5% |
| 30D | -19.9% | +6.1% | -26.0% | -19.8% |
| 3M | +16.8% | -0.7% | +17.6% | +19.2% |
| All | -16.6% | +12.6% | -29.2% | -9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 3y: compounded portfolio wealth divided by compounded PRU 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…
3y analysis · Full analysis span regression · Available span rolling