+246.5%
GM vs PRU
+329.5%
-83.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.4% |
| 7D | +1.9% | +1.9% | +0.1% | +0.7% |
| 30D | -1.4% | +2.7% | -4.1% | -3.2% |
| 3M | +5.9% | +19.5% | -13.6% | -6.0% |
| 6M | +12.4% | +26.6% | -14.3% | -4.3% |
| YTD | +8.6% | +12.3% | -3.7% | -0.5% |
| 1Y | +52.6% | +18.0% | +34.6% | +35.2% |
| 3Y | +169.7% | +47.0% | +122.6% | +104.2% |
| 5Y | +87.5% | +48.4% | +39.1% | +42.1% |
| 10Y | +233.0% | +142.4% | +90.5% | +74.3% |
| All | +246.5% | +329.5% | -83.0% | +27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling