+15.7%
GEHC vs PRU
+27.9%
-12.2%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +6.6% | -0.2% | +3.1% |
| 7D | +13.2% | +9.8% | +3.4% | +8.2% |
| 30D | +30.6% | +11.6% | +19.0% | +24.0% |
| 3M | +22.2% | +3.7% | +18.5% | +19.6% |
| 6M | +40.8% | +33.0% | +7.9% | +21.8% |
| YTD | +4.8% | +16.6% | -11.8% | -2.5% |
| 1Y | +15.7% | +26.9% | -11.2% | -1.3% |
| All | +15.7% | +27.9% | -12.2% | -1.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling