+304.7%
SPOT vs PRU
+77.0%
+227.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.6% | +0.8% | -1.0% |
| 7D | +1.6% | +2.4% | -0.8% | +0.9% |
| 30D | +17.6% | +6.1% | +11.4% | +15.5% |
| 3M | +26.9% | -0.7% | +27.7% | +27.3% |
| 6M | +41.8% | +22.1% | +19.7% | +33.2% |
| YTD | +3.8% | +9.8% | -5.9% | +0.7% |
| 1Y | -2.5% | +19.4% | -21.8% | -7.9% |
| 3Y | +260.6% | +50.4% | +210.2% | +212.6% |
| 5Y | +108.6% | +37.2% | +71.5% | +85.5% |
| All | +304.7% | +77.0% | +227.7% | +215.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling