+244.1%
GE vs PRU
+806.6%
-562.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.5% |
| 7D | -1.6% | +1.9% | -3.5% | -2.4% |
| 30D | -11.6% | +2.7% | -14.3% | -12.6% |
| 3M | +3.0% | +19.5% | -16.4% | -4.9% |
| 6M | -0.5% | +26.6% | -27.2% | -10.4% |
| YTD | +9.7% | +12.3% | -2.6% | +3.8% |
| 1Y | +20.0% | +18.0% | +2.0% | +10.7% |
| 3Y | +275.8% | +47.0% | +228.8% | +211.9% |
| 5Y | +429.1% | +48.4% | +380.6% | +335.2% |
| 10Y | +151.2% | +142.4% | +8.7% | +66.8% |
| All | +244.1% | +806.6% | -562.5% | -17.3% |
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