+78.0%
SPYM vs PRU
+56.8%
+21.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.7% |
| 7D | +2.6% | +3.6% | -1.1% | +1.3% |
| 30D | -2.0% | +8.9% | -10.9% | -5.0% |
| 3M | -2.8% | +0.2% | -3.0% | -3.0% |
| 6M | +2.2% | +23.7% | -21.6% | -6.0% |
| YTD | +11.5% | +13.7% | -2.2% | +5.6% |
| 1Y | +13.5% | +20.6% | -7.1% | +4.8% |
| 3Y | +78.0% | +56.3% | +21.7% | +46.1% |
| All | +78.0% | +56.8% | +21.3% | +46.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling