-24.9%
GFS vs PRU
+46.4%
-71.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.6% | +8.8% | +7.8% |
| 7D | -7.8% | +2.4% | -10.2% | -9.5% |
| 30D | -19.7% | +6.1% | -25.8% | -23.2% |
| 3M | -23.1% | -0.7% | -22.4% | -23.4% |
| 6M | -46.4% | +22.1% | -68.4% | -54.2% |
| YTD | +11.0% | +9.8% | +1.3% | +1.4% |
| 1Y | +12.6% | +19.4% | -6.7% | -3.9% |
| 3Y | -24.9% | +50.4% | -75.3% | -46.0% |
| All | -24.9% | +46.4% | -71.4% | -46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling