+57.4%
GEV vs PRU
+16.8%
+40.6%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.9% |
| 7D | +3.2% | -1.9% | +5.0% | +3.4% |
| 30D | -4.0% | -2.6% | -1.4% | -3.7% |
| 3M | +3.4% | +14.7% | -11.3% | +0.2% |
| 6M | +14.7% | +25.7% | -11.0% | +7.7% |
| YTD | +45.8% | +8.3% | +37.5% | +40.6% |
| 1Y | +57.4% | +17.3% | +40.1% | +43.9% |
| All | +57.4% | +16.8% | +40.6% | +43.9% |
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