+399.9%
GH vs PRU
+72.6%
+327.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.6% |
| 7D | -2.1% | +1.9% | -4.0% | -2.9% |
| 30D | -4.5% | -0.4% | -4.0% | -4.5% |
| 3M | +28.9% | +16.4% | +12.5% | +20.7% |
| 6M | +76.5% | +26.0% | +50.5% | +60.1% |
| YTD | +57.6% | +9.9% | +47.7% | +51.0% |
| 1Y | +167.5% | +18.8% | +148.8% | +148.1% |
| 3Y | +377.4% | +45.3% | +332.1% | +311.6% |
| 5Y | +23.8% | +45.6% | -21.7% | +7.1% |
| All | +399.9% | +72.6% | +327.3% | +298.3% |
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