+188.7%
GD vs PRU
+142.7%
+46.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -5.3% | +1.9% | -7.1% | -6.0% |
| 30D | -6.4% | +2.7% | -9.1% | -7.5% |
| 3M | +5.7% | +19.5% | -13.8% | -2.1% |
| 6M | -0.9% | +26.6% | -27.6% | -10.8% |
| YTD | +8.2% | +12.3% | -4.2% | +2.2% |
| 1Y | +13.4% | +18.0% | -4.6% | +4.6% |
| 3Y | +68.5% | +47.0% | +21.5% | +37.9% |
| 5Y | +97.2% | +48.4% | +48.7% | +56.3% |
| All | +188.7% | +142.7% | +46.0% | +69.6% |
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