+41.0%
GEHC vs PRU
+46.5%
-5.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | +0.8% |
| 7D | +5.6% | +3.2% | +2.5% | +4.1% |
| 30D | +27.9% | +7.9% | +20.0% | +23.3% |
| 3M | +17.1% | +1.8% | +15.4% | +16.0% |
| 6M | +32.5% | +24.1% | +8.4% | +18.8% |
| YTD | +2.7% | +12.4% | -9.7% | -3.7% |
| 1Y | +15.3% | +20.9% | -5.6% | +4.3% |
| 3Y | +23.7% | +55.5% | -31.8% | +1.8% |
| All | +41.0% | +46.5% | -5.5% | +18.8% |
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