+11.7%
SPGI vs PRU
+36.1%
-24.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.6% | +1.7% | +0.2% |
| 7D | +0.3% | +2.4% | -2.1% | -0.8% |
| 30D | +18.4% | +6.1% | +12.3% | +15.2% |
| 3M | +15.7% | -0.7% | +16.4% | +16.0% |
| 6M | +17.3% | +22.1% | -4.8% | +7.4% |
| YTD | -4.7% | +9.8% | -14.5% | -8.8% |
| 1Y | +1.8% | +19.4% | -17.5% | -6.2% |
| 3Y | +31.7% | +50.4% | -18.7% | +7.1% |
| All | +11.7% | +36.1% | -24.4% | -6.3% |
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 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