+85.1%
SPG vs PRU
+43.3%
+41.8%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.2% |
| 7D | +2.7% | -2.8% | +5.6% | +4.3% |
| 30D | +16.6% | +8.5% | +8.0% | +11.1% |
| 3M | +8.1% | +1.7% | +6.3% | +6.7% |
| 6M | +19.3% | +24.8% | -5.4% | +4.7% |
| YTD | +31.1% | +13.3% | +17.8% | +20.6% |
| 1Y | +32.8% | +21.4% | +11.4% | +17.0% |
| 3Y | +135.8% | +54.8% | +81.0% | +71.5% |
| 5Y | +85.1% | +42.4% | +42.7% | +38.5% |
| All | +85.1% | +43.3% | +41.8% | +38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling