+231.3%
GM vs PRU
+135.5%
+95.8%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -1.3% |
| 7D | -1.1% | -1.9% | +0.8% | +0.2% |
| 30D | -4.6% | -2.6% | -2.0% | -3.0% |
| 3M | +0.2% | +14.7% | -14.5% | -9.2% |
| 6M | +12.6% | +25.7% | -13.1% | -4.6% |
| YTD | +3.7% | +8.3% | -4.6% | -3.2% |
| 1Y | +45.6% | +17.3% | +28.3% | +28.5% |
| 3Y | +162.0% | +43.2% | +118.8% | +97.4% |
| 5Y | +80.5% | +43.5% | +37.0% | +36.4% |
| 10Y | +231.3% | +134.6% | +96.8% | +76.4% |
| All | +231.3% | +135.5% | +95.8% | +76.4% |
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 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