+15.5%
GEHC vs PRU
+46.4%
-31.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.8% |
| 7D | -4.0% | +1.9% | -5.9% | -4.9% |
| 30D | -2.0% | +2.7% | -4.7% | -3.3% |
| 3M | +8.0% | +19.5% | -11.5% | -1.3% |
| 6M | -12.8% | +26.6% | -39.4% | -22.6% |
| YTD | -15.9% | +12.3% | -28.3% | -21.1% |
| 1Y | -6.9% | +18.0% | -25.0% | -14.9% |
| 3Y | 0.0% | +47.0% | -47.1% | -16.5% |
| All | +15.5% | +46.4% | -31.0% | -2.7% |
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