-40.1%
GLXY vs PRU
+20.6%
-60.6%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -2.6% | +7.9% | +6.4% |
| 7D | -14.6% | +2.4% | -17.0% | -16.4% |
| 30D | -36.2% | +6.1% | -42.3% | -39.0% |
| 3M | -30.1% | -0.7% | -29.4% | -30.4% |
| 6M | -56.1% | +22.1% | -78.2% | -63.2% |
| YTD | -38.9% | +9.8% | -48.7% | -45.9% |
| 1Y | -55.0% | +19.4% | -74.4% | -61.3% |
| All | -40.1% | +20.6% | -60.6% | -48.3% |
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 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