+11.5%
SPMO vs PRU
+27.9%
-16.4%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.6% | -7.4% | -1.3% |
| 7D | -8.9% | +9.8% | -18.6% | -9.6% |
| 30D | -13.8% | +11.6% | -25.4% | -14.6% |
| 3M | -12.5% | +3.7% | -16.2% | -12.5% |
| 6M | -1.5% | +33.0% | -34.4% | -6.9% |
| YTD | +11.3% | +16.6% | -5.3% | +7.1% |
| 1Y | +11.5% | +26.9% | -15.5% | +5.4% |
| All | +11.5% | +27.9% | -16.4% | +5.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling