+22.1%
GH vs PRU
+48.6%
-26.4%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.9% |
| 7D | -0.1% | +1.9% | -1.9% | -1.4% |
| 30D | -1.1% | +2.7% | -3.8% | -3.2% |
| 3M | +21.3% | +19.5% | +1.8% | +6.4% |
| 6M | +73.5% | +26.6% | +46.9% | +46.1% |
| YTD | +58.0% | +12.3% | +45.7% | +44.2% |
| 1Y | +163.1% | +18.0% | +145.0% | +131.0% |
| 3Y | +361.0% | +47.0% | +314.0% | +238.7% |
| All | +22.1% | +48.6% | -26.4% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling