+127.7%
GLD vs PRU
+47.2%
+80.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | +1.9% | -2.4% | -0.5% |
| 30D | +4.4% | +2.7% | +1.7% | +4.3% |
| 3M | -1.1% | +19.5% | -20.6% | -1.4% |
| 6M | -13.8% | +26.6% | -40.4% | -14.0% |
| YTD | +2.6% | +12.3% | -9.7% | +2.0% |
| 1Y | +24.5% | +18.0% | +6.5% | +23.8% |
| All | +127.7% | +47.2% | +80.5% | +123.7% |
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