+13.7%
SPGI vs PRU
+42.1%
-28.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.7% |
| 7D | +1.2% | +3.6% | -2.4% | -0.4% |
| 30D | +15.9% | +8.9% | +7.0% | +11.5% |
| 3M | +12.3% | +0.2% | +12.1% | +12.1% |
| 6M | +23.7% | +23.7% | 0.0% | +12.5% |
| YTD | -3.5% | +13.7% | -17.3% | -9.2% |
| 1Y | +0.4% | +20.6% | -20.2% | -7.9% |
| 3Y | +29.9% | +56.3% | -26.4% | +3.7% |
| All | +13.7% | +42.1% | -28.4% | -6.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling