+929.2%
SPY vs PRU
+785.9%
+143.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.1% |
| 7D | -2.7% | +2.4% | -5.1% | -3.5% |
| 30D | -5.4% | +6.1% | -11.5% | -7.3% |
| 3M | -4.1% | -0.7% | -3.4% | -4.1% |
| 6M | +0.7% | +22.1% | -21.4% | -5.8% |
| YTD | +8.7% | +9.8% | -1.1% | +4.8% |
| 1Y | +10.9% | +19.4% | -8.5% | +4.0% |
| 3Y | +75.0% | +50.4% | +24.6% | +51.3% |
| 5Y | +67.8% | +37.2% | +30.6% | +48.1% |
| 10Y | +312.9% | +119.5% | +193.3% | +197.5% |
| All | +929.2% | +785.9% | +143.3% | +233.8% |
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