+33.3%
SPG vs PRU
+20.8%
+12.4%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.3% | +1.3% |
| 7D | +5.1% | +3.2% | +1.9% | +4.0% |
| 30D | +16.8% | +7.9% | +8.9% | +14.1% |
| 3M | +5.7% | +1.8% | +3.9% | +4.7% |
| 6M | +17.8% | +24.1% | -6.3% | +11.2% |
| YTD | +30.1% | +12.4% | +17.7% | +23.3% |
| All | +33.3% | +20.8% | +12.4% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling