+109.1%
GLD vs PRU
+55.2%
+54.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.5% | +1.8% |
| 7D | +4.9% | +3.2% | +1.8% | +4.8% |
| 30D | -1.3% | +7.9% | -9.2% | -1.5% |
| 3M | -4.8% | +1.8% | -6.5% | -4.9% |
| 6M | -12.5% | +24.1% | -36.6% | -12.8% |
| YTD | -4.2% | +12.4% | -16.6% | -4.9% |
| 1Y | +3.0% | +20.9% | -17.9% | +2.4% |
| 3Y | +109.1% | +55.5% | +53.7% | +111.4% |
| All | +109.1% | +55.2% | +54.0% | +111.4% |
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