+264.0%
SPOT vs PRU
+81.1%
+182.9%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.9% |
| 7D | -0.9% | +1.9% | -2.8% | -1.5% |
| 30D | +12.5% | +2.7% | +9.8% | +11.5% |
| 3M | +9.9% | +19.5% | -9.6% | +3.8% |
| 6M | +1.6% | +26.6% | -25.1% | -5.9% |
| YTD | -6.6% | +12.3% | -18.9% | -10.2% |
| 1Y | -22.9% | +18.0% | -41.0% | -27.2% |
| 3Y | +244.3% | +47.0% | +197.3% | +200.1% |
| 5Y | +117.8% | +48.4% | +69.4% | +89.6% |
| All | +264.0% | +81.1% | +182.9% | +181.2% |
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 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