+468.7%
SPCX vs PRU
+23.7%
+445.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.6% | +11.2% | +18.3% |
| 7D | -0.3% | +2.4% | -2.7% | -15.2% |
| 30D | -19.9% | +6.1% | -26.0% | -44.1% |
| 3M | +16.8% | -0.7% | +17.6% | +1.6% |
| 6M | +421.0% | +20.2% | +400.7% | +139.5% |
| YTD | +421.0% | +20.2% | +400.7% | +139.5% |
| 1Y | +421.0% | +20.2% | +400.7% | +139.5% |
| All | +468.7% | +23.7% | +445.0% | +162.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling