+52.4%
GEV vs PRU
+27.9%
+24.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.6% | -15.9% | -8.8% |
| 7D | -5.1% | +9.8% | -14.9% | -4.7% |
| 30D | -15.8% | +11.6% | -27.4% | -15.5% |
| 3M | -18.2% | +3.7% | -21.9% | -17.3% |
| 6M | -22.4% | +33.0% | -55.3% | -25.1% |
| YTD | +27.7% | +16.6% | +11.2% | +22.3% |
| 1Y | +52.4% | +26.9% | +25.4% | +47.4% |
| All | +52.4% | +27.9% | +24.5% | +47.4% |
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