+301.7%
SPOT vs PRU
+81.7%
+220.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.6% |
| 7D | -2.6% | 0.0% | -2.5% | -2.6% |
| 30D | +13.5% | +7.9% | +5.5% | +10.8% |
| 3M | +22.2% | +0.9% | +21.4% | +21.9% |
| 6M | +38.3% | +22.4% | +15.9% | +29.8% |
| YTD | +3.1% | +12.7% | -9.6% | -0.9% |
| 1Y | -7.6% | +19.6% | -27.2% | -12.9% |
| 3Y | +250.0% | +54.0% | +196.1% | +201.1% |
| 5Y | +113.3% | +41.0% | +72.3% | +88.0% |
| All | +301.7% | +81.7% | +220.0% | +210.1% |
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