+116.5%
SPG vs PRU
+115.4%
+1.1%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +0.4% |
| 7D | +5.1% | +3.2% | +1.9% | +2.7% |
| 30D | +16.8% | +7.9% | +8.9% | +10.7% |
| 3M | +5.7% | +1.8% | +3.9% | +3.9% |
| 6M | +17.8% | +24.1% | -6.3% | +0.8% |
| YTD | +30.1% | +12.4% | +17.7% | +18.0% |
| 1Y | +32.8% | +20.9% | +11.9% | +14.2% |
| 3Y | +137.2% | +55.5% | +81.7% | +64.7% |
| 5Y | +81.5% | +42.7% | +38.8% | +31.4% |
| 10Y | +116.5% | +106.1% | +10.4% | +8.0% |
| All | +116.5% | +115.4% | +1.1% | +8.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling