+45.4%
GILD vs PRU
+27.9%
+17.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +6.6% | -2.4% | +3.0% |
| 7D | +9.6% | +9.8% | -0.2% | +8.0% |
| 30D | +20.6% | +11.6% | +9.1% | +18.6% |
| 3M | +29.7% | +3.7% | +26.0% | +28.4% |
| 6M | +33.1% | +33.0% | +0.1% | +31.2% |
| YTD | +44.7% | +16.6% | +28.1% | +38.8% |
| 1Y | +45.4% | +26.9% | +18.4% | +37.0% |
| All | +45.4% | +27.9% | +17.5% | +37.0% |
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