+307.3%
SPY vs PRU
+115.4%
+191.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +1.4% |
| 7D | +0.1% | +3.2% | -3.1% | -1.2% |
| 30D | -3.3% | +7.9% | -11.2% | -6.4% |
| 3M | -2.4% | +1.8% | -4.2% | -3.4% |
| 6M | +2.6% | +24.1% | -21.6% | -6.5% |
| YTD | +11.2% | +12.4% | -1.1% | +5.1% |
| 1Y | +13.4% | +20.9% | -7.5% | +3.9% |
| 3Y | +79.9% | +55.5% | +24.4% | +46.5% |
| 5Y | +72.2% | +42.7% | +29.5% | +43.4% |
| 10Y | +307.3% | +106.1% | +201.2% | +177.2% |
| All | +307.3% | +115.4% | +191.9% | +177.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling