+155.5%
GE vs PRU
+115.4%
+40.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +4.4% |
| 7D | +7.1% | +2.4% | +4.7% | +5.4% |
| 30D | +6.5% | +6.1% | +0.3% | +2.3% |
| 3M | -13.6% | -0.7% | -12.8% | -13.4% |
| 6M | +6.0% | +22.1% | -16.1% | -7.6% |
| YTD | +5.4% | +9.8% | -4.4% | -2.1% |
| 1Y | +6.5% | +19.4% | -12.9% | -6.5% |
| 3Y | +268.6% | +50.4% | +218.2% | +168.5% |
| 5Y | +389.0% | +37.2% | +351.9% | +271.7% |
| All | +155.5% | +115.4% | +40.1% | +40.5% |
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