+133.6%
SPG vs PRU
+56.8%
+76.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +2.0% | +3.6% | -1.6% | +0.3% |
| 30D | +17.2% | +8.9% | +8.4% | +12.6% |
| 3M | +6.3% | +0.2% | +6.1% | +5.9% |
| 6M | +18.7% | +23.7% | -5.0% | +7.1% |
| YTD | +30.1% | +13.7% | +16.3% | +21.5% |
| 1Y | +32.8% | +20.6% | +12.1% | +20.2% |
| 3Y | +133.6% | +56.3% | +77.2% | +71.3% |
| All | +133.6% | +56.8% | +76.8% | +71.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling