-16.8%
GIS vs PRU
+135.5%
-152.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.4% |
| 7D | -8.6% | -1.9% | -6.7% | -8.4% |
| 30D | -0.5% | -2.6% | +2.1% | -0.2% |
| 3M | +11.9% | +14.7% | -2.8% | +10.2% |
| 6M | -11.6% | +25.7% | -37.3% | -13.9% |
| YTD | -16.3% | +8.3% | -24.6% | -17.2% |
| 1Y | -21.8% | +17.3% | -39.1% | -23.4% |
| 3Y | -35.7% | +43.2% | -78.8% | -38.8% |
| 5Y | -22.9% | +43.5% | -66.4% | -27.2% |
| 10Y | -16.8% | +134.6% | -151.4% | -28.7% |
| All | -16.8% | +135.5% | -152.4% | -28.7% |
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 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