-3.9%
GLD vs PRU
+20.7%
-24.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.1% |
| 7D | -2.0% | -2.8% | +0.9% | -1.6% |
| 30D | -4.4% | +8.5% | -13.0% | -5.5% |
| 3M | -8.9% | +1.7% | -10.7% | -9.4% |
| 6M | -16.0% | +24.8% | -40.7% | -18.3% |
| YTD | -7.9% | +13.3% | -21.1% | -12.0% |
| 1Y | -3.9% | +21.4% | -25.2% | -10.0% |
| All | -3.9% | +20.7% | -24.6% | -10.0% |
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