-39.0%
GIS vs PRU
+56.8%
-95.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | -3.4% | +3.6% | -7.0% | -3.9% |
| 30D | +6.9% | +8.9% | -2.0% | +5.5% |
| 3M | -10.1% | +0.2% | -10.3% | -10.4% |
| 6M | +5.9% | +23.7% | -17.9% | +3.0% |
| YTD | -21.1% | +13.7% | -34.8% | -22.6% |
| 1Y | -22.5% | +20.6% | -43.1% | -24.6% |
| 3Y | -39.0% | +56.3% | -95.3% | -43.3% |
| All | -39.0% | +56.8% | -95.7% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling