+14.8%
SPY vs PRU
+27.9%
-13.1%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.6% | -4.9% | +0.3% |
| 7D | -0.7% | +9.8% | -10.5% | -2.6% |
| 30D | -1.0% | +11.6% | -12.6% | -3.3% |
| 3M | -0.3% | +3.7% | -4.0% | -1.1% |
| 6M | +7.3% | +33.0% | -25.6% | +0.5% |
| YTD | +13.3% | +16.6% | -3.3% | +8.1% |
| 1Y | +14.8% | +26.9% | -12.2% | +7.1% |
| All | +14.8% | +27.9% | -13.1% | +7.1% |
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 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