+230.4%
GE vs PRU
+785.9%
-555.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.8% |
| 7D | +7.1% | +2.4% | +4.7% | +6.0% |
| 30D | +6.5% | +6.1% | +0.3% | +3.7% |
| 3M | -13.6% | -0.7% | -12.8% | -13.4% |
| 6M | +6.0% | +22.1% | -16.1% | -3.2% |
| YTD | +5.4% | +9.8% | -4.4% | +0.6% |
| 1Y | +6.5% | +19.4% | -12.9% | -2.2% |
| 3Y | +268.6% | +50.4% | +218.2% | +202.7% |
| 5Y | +389.0% | +37.2% | +351.9% | +315.6% |
| 10Y | +163.3% | +119.5% | +43.8% | +81.6% |
| All | +230.4% | +785.9% | -555.5% | -19.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling