-36.9%
GLXY vs PRU
+24.9%
-61.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.9% | -6.2% | -5.7% |
| 7D | +5.3% | +3.6% | +1.7% | +3.7% |
| 30D | -19.8% | +8.9% | -28.7% | -24.0% |
| 3M | -31.4% | +0.2% | -31.5% | -31.4% |
| 6M | -53.3% | +23.7% | -77.1% | -60.7% |
| YTD | -35.7% | +13.7% | -49.4% | -44.0% |
| 1Y | -47.2% | +20.6% | -67.8% | -54.9% |
| All | -36.9% | +24.9% | -61.8% | -46.4% |
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 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