+34.1%
SPG vs PRU
+22.1%
+12.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | +5.6% | +3.8% | +1.8% | +4.3% |
| 30D | +17.6% | +9.0% | +8.6% | +14.4% |
| 3M | +7.5% | +2.1% | +5.3% | +6.3% |
| 6M | +18.5% | +25.4% | -6.9% | +11.5% |
| YTD | +30.9% | +13.5% | +17.4% | +23.7% |
| 1Y | +34.1% | +21.3% | +12.8% | +23.3% |
| All | +34.1% | +22.1% | +12.0% | +23.3% |
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