+121.1%
GLD vs PRU
+38.4%
+82.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +0.9% |
| 7D | +1.9% | +4.8% | -2.9% | +1.8% |
| 30D | -1.8% | +7.9% | -9.6% | -1.9% |
| 3M | -3.6% | +3.1% | -6.7% | -3.7% |
| 6M | -10.2% | +25.2% | -35.5% | -10.5% |
| YTD | -5.3% | +12.7% | -18.0% | -5.6% |
| 1Y | +2.5% | +23.5% | -21.0% | +2.1% |
| 3Y | +103.2% | +50.6% | +52.6% | +101.6% |
| 5Y | +121.1% | +40.9% | +80.2% | +119.4% |
| All | +121.1% | +38.4% | +82.7% | +119.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling