+338.6%
SPGI vs PRU
+97.4%
+241.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.2% |
| 7D | -0.8% | 0.0% | -0.8% | -0.8% |
| 30D | +14.3% | +7.9% | +6.3% | +10.8% |
| 3M | +14.5% | +0.9% | +13.6% | +14.0% |
| 6M | +17.3% | +22.4% | -5.1% | +8.1% |
| YTD | -4.6% | +12.7% | -17.3% | -9.4% |
| 1Y | +0.8% | +19.6% | -18.8% | -6.6% |
| 3Y | +28.8% | +54.0% | -25.2% | +6.4% |
| 5Y | +14.0% | +41.0% | -27.1% | -3.9% |
| All | +338.6% | +97.4% | +241.2% | +191.8% |
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