+460.5%
SPMO vs PRU
+99.2%
+361.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.5% | -1.9% |
| 7D | +6.3% | +3.6% | +2.7% | +5.0% |
| 30D | -8.9% | +8.9% | -17.7% | -11.8% |
| 3M | -13.2% | +0.2% | -13.4% | -13.5% |
| 6M | -9.3% | +23.7% | -33.0% | -16.7% |
| YTD | +11.6% | +13.7% | -2.2% | +5.3% |
| 1Y | +13.4% | +20.6% | -7.2% | +4.6% |
| 3Y | +122.9% | +56.3% | +66.6% | +84.9% |
| 5Y | +113.9% | +42.3% | +71.6% | +81.5% |
| All | +460.5% | +99.2% | +361.3% | +302.1% |
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