-19.4%
GFS vs PRU
+47.2%
-66.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.5% | +2.2% |
| 7D | +1.0% | +1.9% | -0.9% | -0.3% |
| 30D | -8.6% | +2.7% | -11.3% | -10.3% |
| 3M | -46.5% | +19.5% | -66.0% | -53.3% |
| 6M | -4.8% | +26.6% | -31.5% | -20.3% |
| YTD | +29.7% | +12.3% | +17.3% | +17.4% |
| 1Y | +35.8% | +18.0% | +17.8% | +18.0% |
| All | -19.4% | +47.2% | -66.5% | -40.4% |
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