+205.0%
GLD vs PRU
+115.4%
+89.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.8% |
| 7D | +4.7% | +2.4% | +2.3% | +4.7% |
| 30D | -0.9% | +6.1% | -7.0% | -0.8% |
| 3M | -4.4% | -0.7% | -3.7% | -4.4% |
| 6M | -13.6% | +22.1% | -35.6% | -13.3% |
| YTD | -6.0% | +9.8% | -15.8% | -5.9% |
| 1Y | +1.8% | +19.4% | -17.6% | +2.0% |
| 3Y | +103.2% | +50.4% | +52.8% | +104.8% |
| 5Y | +119.3% | +37.2% | +82.2% | +121.1% |
| All | +205.0% | +115.4% | +89.6% | +211.3% |
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 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