+32.8%
SPG vs PRU
+20.7%
+12.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.7% | -2.8% | +5.6% | +3.6% |
| 30D | +16.6% | +8.5% | +8.0% | +13.6% |
| 3M | +8.1% | +1.7% | +6.3% | +7.1% |
| 6M | +19.3% | +24.8% | -5.4% | +12.4% |
| YTD | +31.1% | +13.3% | +17.8% | +23.9% |
| 1Y | +32.8% | +21.4% | +11.4% | +21.3% |
| All | +32.8% | +20.7% | +12.0% | +21.3% |
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