-17.4%
GIS vs PRU
+27.9%
-45.2%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +6.6% | -1.4% | +3.4% |
| 7D | +8.5% | +9.8% | -1.3% | +5.8% |
| 30D | +15.3% | +11.6% | +3.7% | +12.3% |
| 3M | +0.9% | +3.7% | -2.7% | -0.7% |
| 6M | +7.9% | +33.0% | -25.0% | +4.3% |
| YTD | -17.6% | +16.6% | -34.2% | -20.3% |
| 1Y | -17.4% | +26.9% | -44.3% | -22.3% |
| All | -17.4% | +27.9% | -45.2% | -22.3% |
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 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