+111.7%
SPOT vs PRU
+45.5%
+66.2%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -1.5% |
| 7D | -2.9% | +1.9% | -4.8% | -3.7% |
| 30D | +8.3% | -0.4% | +8.7% | +8.5% |
| 3M | +5.1% | +16.4% | -11.4% | -2.6% |
| 6M | -6.5% | +26.0% | -32.5% | -16.8% |
| YTD | -9.0% | +9.9% | -18.9% | -13.5% |
| 1Y | -26.4% | +18.8% | -45.2% | -32.9% |
| 3Y | +240.0% | +45.4% | +194.7% | +163.7% |
| 5Y | +111.7% | +45.6% | +66.2% | +64.0% |
| All | +111.7% | +45.5% | +66.2% | +64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling