+534.9%
GEV vs PRU
+18.3%
+516.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.4% | +4.8% | +6.2% |
| 7D | -3.8% | +3.2% | -7.0% | -5.3% |
| 30D | -17.4% | +7.9% | -25.3% | -20.5% |
| 3M | -16.2% | +1.8% | -18.0% | -17.2% |
| 6M | -20.2% | +24.1% | -44.3% | -29.4% |
| YTD | +27.2% | +12.4% | +14.8% | +18.0% |
| 1Y | +44.6% | +20.9% | +23.6% | +28.2% |
| All | +534.9% | +18.3% | +516.6% | +440.9% |
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 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