+56.1%
GM vs PRU
+42.9%
+13.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.8% |
| 7D | +0.4% | +3.8% | -3.4% | -2.3% |
| 30D | +7.2% | +9.0% | -1.8% | +0.4% |
| 3M | +1.0% | +2.1% | -1.1% | -0.8% |
| 6M | +13.0% | +25.4% | -12.4% | -5.4% |
| YTD | +9.8% | +13.5% | -3.7% | -1.7% |
| 1Y | +25.9% | +21.3% | +4.6% | +7.0% |
| 3Y | +240.4% | +55.1% | +185.3% | +124.2% |
| 5Y | +56.1% | +43.6% | +12.6% | +9.2% |
| All | +56.1% | +42.9% | +13.2% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling