+13.2%
SPGI vs PRU
+38.4%
-25.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.5% |
| 7D | +2.6% | +4.8% | -2.2% | +0.4% |
| 30D | +19.3% | +7.9% | +11.4% | +15.3% |
| 3M | +15.5% | +3.1% | +12.4% | +13.8% |
| 6M | +18.3% | +25.2% | -6.9% | +7.2% |
| YTD | -3.8% | +12.7% | -16.5% | -9.0% |
| 1Y | +1.3% | +23.5% | -22.1% | -8.0% |
| 3Y | +33.6% | +50.6% | -17.0% | +8.5% |
| 5Y | +13.2% | +40.9% | -27.7% | -6.6% |
| All | +13.2% | +38.4% | -25.2% | -6.6% |
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