+488.8%
GS vs PRU
+121.2%
+367.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -4.1% |
| 7D | -6.3% | +4.8% | -11.1% | -9.3% |
| 30D | -3.1% | +7.9% | -11.0% | -8.2% |
| 3M | -17.7% | +3.1% | -20.7% | -19.5% |
| 6M | -4.6% | +25.2% | -29.8% | -18.8% |
| YTD | +0.3% | +12.7% | -12.4% | -8.5% |
| 1Y | +11.7% | +23.5% | -11.8% | -4.4% |
| 3Y | +183.6% | +50.6% | +133.0% | +111.4% |
| 5Y | +141.0% | +40.9% | +100.1% | +85.6% |
| All | +488.8% | +121.2% | +367.6% | +188.4% |
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