+58.6%
GD vs PRU
+55.5%
+3.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.6% | -9.2% | -4.5% |
| 7D | +3.0% | +9.8% | -6.8% | 0.0% |
| 30D | +10.5% | +11.6% | -1.1% | +6.8% |
| 3M | -5.0% | +3.7% | -8.6% | -6.1% |
| 6M | +5.5% | +33.0% | -27.5% | -3.4% |
| YTD | +10.3% | +16.6% | -6.2% | +4.8% |
| 1Y | +8.2% | +26.9% | -18.8% | -0.1% |
| All | +58.6% | +55.5% | +3.1% | +39.3% |
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