-10.3%
GFS vs PRU
+40.8%
-51.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.9% | -3.6% | -3.3% |
| 7D | +7.4% | +3.6% | +3.8% | +4.9% |
| 30D | -15.3% | +8.9% | -24.1% | -20.6% |
| 3M | -21.1% | +0.2% | -21.3% | -21.8% |
| 6M | -44.5% | +23.7% | -68.2% | -53.2% |
| YTD | +19.2% | +13.7% | +5.5% | +6.0% |
| 1Y | +27.2% | +20.6% | +6.6% | +8.2% |
| 3Y | -20.1% | +56.3% | -76.5% | -44.6% |
| 5Y | -25.6% | +42.3% | -67.9% | -41.9% |
| All | -10.3% | +40.8% | -51.0% | -29.5% |
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