+82.8%
GM vs PRU
+45.5%
+37.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | -0.1% | -0.7% |
| 7D | +0.4% | +1.9% | -1.5% | -1.0% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | +2.6% | +16.4% | -13.8% | -8.9% |
| 6M | +14.6% | +26.0% | -11.5% | -4.7% |
| YTD | +6.2% | +9.9% | -3.7% | -2.5% |
| 1Y | +48.7% | +18.8% | +29.9% | +28.3% |
| 3Y | +168.3% | +45.3% | +123.0% | +87.4% |
| 5Y | +82.8% | +45.6% | +37.2% | +26.4% |
| All | +82.8% | +45.5% | +37.3% | +26.4% |
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 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