+103.1%
SPG vs PRU
+48.6%
+54.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.4% |
| 7D | -2.4% | +1.9% | -4.2% | -3.4% |
| 30D | -6.8% | +2.7% | -9.6% | -8.3% |
| 3M | +2.7% | +19.5% | -16.8% | -7.3% |
| 6M | +5.5% | +26.6% | -21.2% | -8.2% |
| YTD | +15.7% | +12.3% | +3.4% | +7.3% |
| 1Y | +20.9% | +18.0% | +2.8% | +8.5% |
| 3Y | +112.4% | +47.0% | +65.4% | +60.8% |
| All | +103.1% | +48.6% | +54.5% | +50.6% |
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