+110.2%
SPOT vs PRU
+36.1%
+74.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -0.5% |
| 7D | +1.6% | +2.4% | -0.8% | +0.4% |
| 30D | +17.6% | +6.1% | +11.4% | +14.2% |
| 3M | +26.9% | -0.7% | +27.7% | +27.3% |
| 6M | +41.8% | +22.1% | +19.7% | +28.2% |
| YTD | +3.8% | +9.8% | -5.9% | -1.3% |
| 1Y | -2.5% | +19.4% | -21.8% | -11.2% |
| 3Y | +260.6% | +50.4% | +210.2% | +171.4% |
| All | +110.2% | +36.1% | +74.0% | +67.3% |
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 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