+2,344.2%
SPG vs PRU
+809.8%
+1,534.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.3% | +2.4% | +0.8% |
| 7D | +5.0% | +4.8% | +0.2% | +2.4% |
| 30D | +12.3% | +7.9% | +4.4% | +7.9% |
| 3M | +1.9% | +3.1% | -1.2% | 0.0% |
| 6M | +14.4% | +25.2% | -10.8% | +1.6% |
| YTD | +26.5% | +12.7% | +13.8% | +17.6% |
| 1Y | +30.7% | +23.5% | +7.2% | +15.8% |
| 3Y | +122.6% | +50.6% | +72.0% | +75.6% |
| 5Y | +73.3% | +40.9% | +32.5% | +40.5% |
| 10Y | +111.1% | +125.5% | -14.4% | +33.8% |
| All | +2,344.2% | +809.8% | +1,534.4% | +635.7% |
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