+251.0%
SPOT vs PRU
+74.5%
+176.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | -6.5% | -1.9% | -4.6% | -5.9% |
| 30D | +2.2% | -2.6% | +4.8% | +3.0% |
| 3M | +5.4% | +14.7% | -9.3% | +0.9% |
| 6M | -4.0% | +25.7% | -29.7% | -10.9% |
| YTD | -9.9% | +8.3% | -18.2% | -12.4% |
| 1Y | -27.3% | +17.3% | -44.6% | -31.1% |
| 3Y | +236.4% | +43.2% | +193.2% | +195.8% |
| 5Y | +112.6% | +43.5% | +69.1% | +87.1% |
| All | +251.0% | +74.5% | +176.4% | +174.3% |
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 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