+37.8%
GEV vs PRU
+22.1%
+15.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.0% | -4.9% | -3.9% |
| 7D | -13.2% | +3.8% | -17.0% | -12.8% |
| 30D | -20.6% | +9.0% | -29.7% | -20.4% |
| 3M | -19.5% | +2.1% | -21.7% | -18.9% |
| 6M | -23.3% | +25.4% | -48.7% | -25.5% |
| YTD | +22.2% | +13.5% | +8.7% | +16.6% |
| 1Y | +37.8% | +21.3% | +16.5% | +32.1% |
| All | +37.8% | +22.1% | +15.7% | +32.1% |
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