+158.6%
GE vs PRU
+102.7%
+55.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.6% |
| 7D | +4.0% | -2.8% | +6.9% | +6.0% |
| 30D | +11.1% | +8.5% | +2.5% | +5.2% |
| 3M | -6.7% | +1.7% | -8.5% | -8.0% |
| 6M | +14.3% | +24.8% | -10.5% | -1.7% |
| YTD | +11.7% | +13.3% | -1.5% | +1.8% |
| 1Y | +10.9% | +21.4% | -10.5% | -3.7% |
| 3Y | +279.0% | +54.8% | +224.2% | +170.8% |
| 5Y | +427.0% | +42.4% | +384.6% | +290.9% |
| 10Y | +158.6% | +98.4% | +60.1% | +44.8% |
| All | +158.6% | +102.7% | +55.9% | +44.8% |
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