-10.2%
GLD vs PRU
+28.4%
-38.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.5% |
| 7D | +1.9% | +4.8% | -2.9% | +0.8% |
| 30D | -1.8% | +7.9% | -9.6% | -3.3% |
| 3M | -3.6% | +3.1% | -6.7% | -4.6% |
| 6M | -10.2% | +25.2% | -35.5% | -17.3% |
| All | -10.2% | +28.4% | -38.6% | -17.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling