+2,431.7%
SPGI vs PRU
+806.6%
+1,625.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | +0.1% | +1.9% | -1.7% | -0.5% |
| 30D | +8.4% | +2.7% | +5.7% | +7.3% |
| 3M | +11.8% | +19.5% | -7.6% | +4.8% |
| 6M | +5.7% | +26.6% | -20.9% | -3.2% |
| YTD | -9.7% | +12.3% | -22.0% | -13.7% |
| 1Y | -12.5% | +18.0% | -30.5% | -17.9% |
| 3Y | +21.8% | +47.0% | -25.2% | +4.3% |
| 5Y | +8.2% | +48.4% | -40.2% | -9.0% |
| 10Y | +309.5% | +142.4% | +167.1% | +167.3% |
| All | +2,431.7% | +806.6% | +1,625.1% | +663.4% |
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