+344.8%
SPGI vs PRU
+98.4%
+246.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.5% |
| 7D | -1.4% | -2.8% | +1.5% | -0.2% |
| 30D | +15.3% | +8.5% | +6.8% | +11.5% |
| 3M | +16.5% | +1.7% | +14.8% | +15.6% |
| 6M | +19.8% | +24.8% | -4.9% | +9.6% |
| YTD | -3.2% | +13.3% | -16.5% | -8.3% |
| 1Y | +1.8% | +21.4% | -19.6% | -6.2% |
| 3Y | +30.6% | +54.8% | -24.2% | +7.6% |
| 5Y | +16.0% | +42.4% | -26.3% | -2.6% |
| All | +344.8% | +98.4% | +246.3% | +195.3% |
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