-29.3%
GFS vs PRU
+50.4%
-79.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.3% | -6.6% | -7.9% |
| 7D | -20.7% | +4.8% | -25.5% | -23.1% |
| 30D | -25.2% | +7.9% | -33.1% | -29.0% |
| 3M | -26.3% | +3.1% | -29.4% | -28.1% |
| 6M | -50.7% | +25.2% | -75.9% | -58.5% |
| YTD | +4.5% | +12.7% | -8.2% | -6.0% |
| 1Y | +2.5% | +23.5% | -21.0% | -14.3% |
| All | -29.3% | +50.4% | -79.7% | -49.9% |
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 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