+101.3%
SPMO vs PRU
+36.1%
+65.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.7% |
| 7D | -8.7% | +2.4% | -11.1% | -9.7% |
| 30D | -18.7% | +6.1% | -24.8% | -20.9% |
| 3M | -16.4% | -0.7% | -15.7% | -16.5% |
| 6M | -11.9% | +22.1% | -33.9% | -19.9% |
| YTD | +4.9% | +9.8% | -4.9% | -0.5% |
| 1Y | +6.2% | +19.4% | -13.2% | -3.2% |
| 3Y | +115.1% | +50.4% | +64.7% | +71.8% |
| All | +101.3% | +36.1% | +65.2% | +67.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling