+2.3%
GEHC vs PRU
+47.2%
-44.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.7% |
| 7D | -4.0% | +1.9% | -5.9% | -5.0% |
| 30D | -2.0% | +2.7% | -4.7% | -3.5% |
| 3M | +8.0% | +19.5% | -11.5% | -2.7% |
| 6M | -12.8% | +26.6% | -39.4% | -24.0% |
| YTD | -15.9% | +12.3% | -28.3% | -21.8% |
| 1Y | -6.9% | +18.0% | -25.0% | -16.1% |
| All | +2.3% | +47.2% | -44.9% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling