+242.8%
GIS vs PRU
+806.6%
-563.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.4% |
| 7D | -7.8% | +1.9% | -9.7% | -8.1% |
| 30D | +6.6% | +2.7% | +3.8% | +6.2% |
| 3M | +21.0% | +19.5% | +1.5% | +18.6% |
| 6M | -9.1% | +26.6% | -35.7% | -11.5% |
| YTD | -13.6% | +12.3% | -26.0% | -14.9% |
| 1Y | -18.0% | +18.0% | -36.1% | -19.8% |
| 3Y | -33.7% | +47.0% | -80.7% | -37.1% |
| 5Y | -19.4% | +48.4% | -67.9% | -24.2% |
| 10Y | -21.3% | +142.4% | -163.7% | -32.5% |
| All | +242.8% | +806.6% | -563.7% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling