+334.3%
SPGI vs PRU
+115.4%
+218.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | -0.2% |
| 7D | -0.9% | +3.2% | -4.0% | -2.2% |
| 30D | +15.5% | +7.9% | +7.6% | +12.0% |
| 3M | +15.7% | +1.8% | +13.9% | +14.8% |
| 6M | +19.1% | +24.1% | -5.1% | +9.1% |
| YTD | -4.1% | +12.4% | -16.4% | -8.8% |
| 1Y | +1.2% | +20.9% | -19.7% | -6.6% |
| 3Y | +31.6% | +55.5% | -23.9% | +8.3% |
| 5Y | +12.4% | +42.7% | -30.2% | -5.6% |
| 10Y | +334.3% | +106.1% | +228.1% | +185.2% |
| All | +334.3% | +115.4% | +218.9% | +185.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling