+2,596.7%
SPGI vs PRU
+809.8%
+1,786.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -0.7% |
| 7D | +2.6% | +4.8% | -2.2% | +0.8% |
| 30D | +19.3% | +7.9% | +11.4% | +16.0% |
| 3M | +15.5% | +3.1% | +12.4% | +14.1% |
| 6M | +18.3% | +25.2% | -6.9% | +9.0% |
| YTD | -3.8% | +12.7% | -16.5% | -8.2% |
| 1Y | +1.3% | +23.5% | -22.1% | -6.5% |
| 3Y | +33.6% | +50.6% | -17.0% | +13.4% |
| 5Y | +13.2% | +40.9% | -27.7% | -2.8% |
| 10Y | +346.3% | +125.5% | +220.9% | +198.9% |
| All | +2,596.7% | +809.8% | +1,786.8% | +712.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling