+151.2%
GE vs PRU
+97.4%
+53.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.1% |
| 7D | +5.1% | 0.0% | +5.2% | +5.1% |
| 30D | +7.6% | +7.9% | -0.4% | +2.2% |
| 3M | -9.3% | +0.9% | -10.2% | -10.1% |
| 6M | +11.5% | +22.4% | -10.8% | -2.8% |
| YTD | +7.9% | +12.7% | -4.8% | -1.4% |
| 1Y | +7.6% | +19.6% | -11.9% | -5.6% |
| 3Y | +265.9% | +54.0% | +211.9% | +162.3% |
| 5Y | +405.9% | +41.0% | +364.9% | +277.7% |
| All | +151.2% | +97.4% | +53.8% | +41.2% |
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