+573.2%
SPMO vs PRU
+156.7%
+416.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.5% | +1.9% |
| 7D | +2.0% | +1.9% | +0.1% | +1.3% |
| 30D | -0.4% | +2.7% | -3.1% | -1.3% |
| 3M | -1.9% | +19.5% | -21.3% | -7.9% |
| 6M | +25.0% | +26.6% | -1.6% | +14.8% |
| YTD | +26.0% | +12.3% | +13.7% | +20.3% |
| 1Y | +28.7% | +18.0% | +10.6% | +20.5% |
| 3Y | +160.9% | +47.0% | +113.9% | +125.2% |
| 5Y | +147.9% | +48.4% | +99.5% | +111.4% |
| 10Y | +518.9% | +142.4% | +376.5% | +338.0% |
| All | +573.2% | +156.7% | +416.6% | +376.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling