+190.4%
GD vs PRU
+121.2%
+69.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -0.9% |
| 7D | -3.9% | +4.8% | -8.7% | -6.0% |
| 30D | +8.1% | +7.9% | +0.2% | +4.4% |
| 3M | -6.8% | +3.1% | -9.9% | -8.3% |
| 6M | +3.0% | +25.2% | -22.2% | -6.9% |
| YTD | +7.8% | +12.7% | -5.0% | +1.3% |
| 1Y | +5.8% | +23.5% | -17.7% | -4.5% |
| 3Y | +55.3% | +50.6% | +4.7% | +25.5% |
| 5Y | +96.7% | +40.9% | +55.8% | +59.6% |
| All | +190.4% | +121.2% | +69.2% | +68.7% |
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 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