+150.2%
SPMO vs PRU
+45.5%
+104.7%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.4% |
| 7D | +3.4% | +1.9% | +1.5% | +2.5% |
| 30D | +0.5% | -0.4% | +1.0% | +0.6% |
| 3M | +1.9% | +16.4% | -14.5% | -5.0% |
| 6M | +27.8% | +26.0% | +1.8% | +14.6% |
| YTD | +26.7% | +9.9% | +16.7% | +20.4% |
| 1Y | +28.9% | +18.8% | +10.1% | +18.0% |
| 3Y | +160.7% | +45.4% | +115.3% | +112.6% |
| 5Y | +150.2% | +45.6% | +104.6% | +100.6% |
| All | +150.2% | +45.5% | +104.7% | +100.6% |
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 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