+312.2%
SPYM vs PRU
+115.4%
+196.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | 0.0% | +1.4% |
| 7D | +0.1% | +3.2% | -3.1% | -1.2% |
| 30D | -3.3% | +7.9% | -11.3% | -6.4% |
| 3M | -2.4% | +1.8% | -4.2% | -3.3% |
| 6M | +2.6% | +24.1% | -21.5% | -6.5% |
| YTD | +11.3% | +12.4% | -1.1% | +5.1% |
| 1Y | +13.5% | +20.9% | -7.4% | +3.9% |
| 3Y | +80.3% | +55.5% | +24.8% | +46.5% |
| 5Y | +72.7% | +42.7% | +30.1% | +43.5% |
| 10Y | +312.2% | +106.1% | +206.1% | +176.2% |
| All | +312.2% | +115.4% | +196.8% | +176.2% |
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