-2.7%
SPOT vs PRU
+22.1%
-24.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | +1.0% | +3.8% | -2.8% | -0.9% |
| 30D | +14.6% | +9.0% | +5.5% | +9.8% |
| 3M | +18.4% | +2.1% | +16.3% | +16.7% |
| 6M | +45.1% | +25.4% | +19.7% | +30.2% |
| YTD | +4.4% | +13.5% | -9.1% | -2.9% |
| 1Y | -2.7% | +21.3% | -24.0% | -7.2% |
| All | -2.7% | +22.1% | -24.8% | -7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling