+393.1%
GH vs PRU
+76.5%
+316.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.4% | +2.9% | +4.3% |
| 7D | -7.0% | +3.2% | -10.2% | -8.2% |
| 30D | -5.2% | +7.9% | -13.1% | -8.2% |
| 3M | -5.8% | +1.8% | -7.5% | -6.8% |
| 6M | +65.9% | +24.1% | +41.8% | +51.1% |
| YTD | +55.5% | +12.4% | +43.1% | +47.2% |
| 1Y | +64.2% | +20.9% | +43.3% | +50.9% |
| 3Y | +606.0% | +55.5% | +550.6% | +492.2% |
| 5Y | +47.3% | +42.7% | +4.6% | +27.5% |
| All | +393.1% | +76.5% | +316.6% | +288.4% |
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 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