+152.0%
GE vs PRU
+99.2%
+52.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +2.7% | +3.6% | -1.0% | +0.4% |
| 30D | +8.1% | +8.9% | -0.8% | +2.2% |
| 3M | -7.9% | +0.2% | -8.0% | -8.2% |
| 6M | +12.9% | +23.7% | -10.8% | -2.3% |
| YTD | +8.2% | +13.7% | -5.6% | -1.7% |
| 1Y | +9.7% | +20.6% | -11.0% | -4.3% |
| 3Y | +266.1% | +56.3% | +209.8% | +159.9% |
| 5Y | +407.4% | +42.3% | +365.0% | +276.5% |
| All | +152.0% | +99.2% | +52.7% | +40.7% |
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