+167.5%
GH vs PRU
+19.3%
+148.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.9% |
| 7D | -2.1% | +1.9% | -4.0% | -3.2% |
| 30D | -4.5% | -0.4% | -4.0% | -4.5% |
| 3M | +28.9% | +16.4% | +12.5% | +15.3% |
| 6M | +76.5% | +26.0% | +50.5% | +49.0% |
| YTD | +57.6% | +9.9% | +47.7% | +41.5% |
| 1Y | +167.5% | +18.8% | +148.8% | +124.9% |
| All | +167.5% | +19.3% | +148.2% | +124.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling