+2,135.6%
SPG vs PRU
+806.6%
+1,329.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.5% |
| 7D | -2.4% | +1.9% | -4.2% | -3.4% |
| 30D | -6.8% | +2.7% | -9.6% | -8.2% |
| 3M | +2.7% | +19.5% | -16.8% | -6.5% |
| 6M | +5.5% | +26.6% | -21.2% | -7.0% |
| YTD | +15.7% | +12.3% | +3.4% | +7.9% |
| 1Y | +20.9% | +18.0% | +2.8% | +9.6% |
| 3Y | +112.4% | +47.0% | +65.4% | +69.8% |
| 5Y | +101.4% | +48.4% | +52.9% | +59.0% |
| 10Y | +60.6% | +142.4% | -81.8% | -1.6% |
| All | +2,135.6% | +806.6% | +1,329.0% | +575.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling