+643.2%
GEV vs PRU
+15.8%
+627.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +4.2% |
| 7D | +8.1% | +1.9% | +6.2% | +7.0% |
| 30D | -1.9% | -0.4% | -1.5% | -1.8% |
| 3M | +4.1% | +16.4% | -12.4% | -4.5% |
| 6M | +23.2% | +26.0% | -2.8% | +7.7% |
| YTD | +48.9% | +9.9% | +39.0% | +40.0% |
| 1Y | +62.2% | +18.8% | +43.4% | +45.1% |
| All | +643.2% | +15.8% | +627.4% | +541.5% |
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