+975.4%
SPY vs PRU
+806.6%
+168.9%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +0.1% | +1.9% | -1.8% | -0.5% |
| 30D | +0.1% | +2.7% | -2.7% | -0.8% |
| 3M | +2.0% | +19.5% | -17.5% | -3.8% |
| 6M | +13.0% | +26.6% | -13.6% | +4.5% |
| YTD | +13.5% | +12.3% | +1.2% | +8.8% |
| 1Y | +20.0% | +18.0% | +1.9% | +13.0% |
| 3Y | +77.2% | +47.0% | +30.2% | +54.4% |
| 5Y | +81.9% | +48.4% | +33.5% | +56.8% |
| 10Y | +314.1% | +142.4% | +171.6% | +190.0% |
| All | +975.4% | +806.6% | +168.9% | +246.7% |
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