+788.7%
SPYM vs PRU
+231.1%
+557.6%
-54.5%
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% | +1.0% |
| 7D | -2.7% | +2.4% | -5.1% | -3.4% |
| 30D | -5.4% | +6.1% | -11.5% | -7.0% |
| 3M | -4.1% | -0.7% | -3.3% | -4.0% |
| 6M | +0.8% | +22.1% | -21.3% | -4.9% |
| YTD | +8.8% | +9.8% | -1.0% | +5.4% |
| 1Y | +11.0% | +19.4% | -8.4% | +5.0% |
| 3Y | +75.5% | +50.4% | +25.1% | +54.9% |
| 5Y | +68.4% | +37.2% | +31.3% | +51.4% |
| 10Y | +316.1% | +119.5% | +196.6% | +215.8% |
| All | +788.7% | +231.1% | +557.6% | +429.8% |
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