+157.4%
GE vs PRU
+107.2%
+50.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | 0.0% |
| 7D | +5.4% | +3.8% | +1.6% | +2.8% |
| 30D | +9.6% | +9.0% | +0.6% | +3.5% |
| 3M | -7.7% | +2.1% | -9.9% | -9.2% |
| 6M | +14.0% | +25.4% | -11.4% | -2.2% |
| YTD | +10.2% | +13.5% | -3.4% | +0.2% |
| 1Y | +8.9% | +21.3% | -12.4% | -5.4% |
| 3Y | +273.7% | +55.1% | +218.5% | +166.6% |
| 5Y | +410.2% | +43.6% | +366.6% | +276.3% |
| 10Y | +157.4% | +99.2% | +58.2% | +43.5% |
| All | +157.4% | +107.2% | +50.2% | +43.5% |
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