+460.3%
SPMO vs PRU
+150.8%
+309.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +2.5% |
| 7D | -8.7% | +2.4% | -11.1% | -9.5% |
| 30D | -18.7% | +6.1% | -24.8% | -20.4% |
| 3M | -16.4% | -0.7% | -15.7% | -16.5% |
| 6M | -11.9% | +22.1% | -33.9% | -18.1% |
| YTD | +4.9% | +9.8% | -4.9% | +0.7% |
| 1Y | +6.2% | +19.4% | -13.2% | -1.0% |
| 3Y | +115.1% | +50.4% | +64.7% | +84.0% |
| 5Y | +102.2% | +37.2% | +65.1% | +76.4% |
| 10Y | +422.3% | +119.5% | +302.8% | +272.9% |
| All | +460.3% | +150.8% | +309.5% | +298.3% |
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