-36.4%
GLXY vs PRU
+23.4%
-59.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.4% | +3.9% | +5.2% |
| 7D | -0.5% | +3.2% | -3.7% | -2.5% |
| 30D | -28.6% | +7.9% | -36.6% | -32.2% |
| 3M | -28.1% | +1.8% | -29.9% | -29.2% |
| 6M | -52.0% | +24.1% | -76.1% | -59.9% |
| YTD | -35.1% | +12.4% | -47.5% | -43.1% |
| 1Y | -54.0% | +20.9% | -74.9% | -60.7% |
| All | -36.4% | +23.4% | -59.8% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling