+0.3%
GLD vs PRU
+20.8%
-20.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.5% |
| 7D | +4.9% | +3.2% | +1.8% | +4.4% |
| 30D | -1.3% | +7.9% | -9.2% | -2.3% |
| 3M | -4.8% | +1.8% | -6.5% | -5.2% |
| 6M | -12.5% | +24.1% | -36.6% | -14.8% |
| YTD | -4.2% | +12.4% | -16.6% | -8.4% |
| All | +0.3% | +20.8% | -20.5% | -5.9% |
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