+188.5%
GD vs PRU
+115.4%
+73.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | +0.5% |
| 7D | -5.0% | +2.4% | -7.4% | -6.1% |
| 30D | +8.9% | +6.1% | +2.8% | +5.9% |
| 3M | -8.0% | -0.7% | -7.3% | -8.1% |
| 6M | +2.9% | +22.1% | -19.2% | -6.0% |
| YTD | +7.1% | +9.8% | -2.7% | +1.8% |
| 1Y | +5.9% | +19.4% | -13.4% | -3.0% |
| 3Y | +53.9% | +50.4% | +3.5% | +24.3% |
| 5Y | +95.4% | +37.2% | +58.3% | +60.4% |
| All | +188.5% | +115.4% | +73.2% | +69.5% |
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