-21.3%
GFS vs PRU
+39.5%
-60.9%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.3% | -6.6% | -7.7% |
| 7D | -20.7% | +4.8% | -25.5% | -23.3% |
| 30D | -25.2% | +7.9% | -33.1% | -29.4% |
| 3M | -26.3% | +3.1% | -29.4% | -28.4% |
| 6M | -50.7% | +25.2% | -75.9% | -58.7% |
| YTD | +4.5% | +12.7% | -8.2% | -6.4% |
| 1Y | +2.5% | +23.5% | -21.0% | -14.5% |
| 3Y | -30.9% | +50.6% | -81.5% | -50.7% |
| 5Y | -42.6% | +40.9% | -83.5% | -54.8% |
| All | -21.3% | +39.5% | -60.9% | -37.8% |
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