+526.3%
SPMO vs PRU
+135.5%
+390.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +2.7% | -1.9% | +4.6% | +3.4% |
| 30D | +1.1% | -2.6% | +3.7% | +2.0% |
| 3M | +2.0% | +14.7% | -12.7% | -3.3% |
| 6M | +26.5% | +25.7% | +0.9% | +15.7% |
| YTD | +26.5% | +8.3% | +18.3% | +21.9% |
| 1Y | +27.9% | +17.3% | +10.6% | +19.4% |
| 3Y | +160.4% | +43.2% | +117.2% | +123.9% |
| 5Y | +151.5% | +43.5% | +108.0% | +113.8% |
| 10Y | +526.3% | +134.6% | +391.8% | +347.6% |
| All | +526.3% | +135.5% | +390.8% | +347.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling