+654.3%
GS vs PRU
+142.7%
+511.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.0% | +0.7% |
| 7D | +0.9% | +1.9% | -0.9% | -0.3% |
| 30D | -1.6% | +2.7% | -4.3% | -3.4% |
| 3M | -4.5% | +19.5% | -23.9% | -16.0% |
| 6M | +20.9% | +26.6% | -5.8% | +2.0% |
| YTD | +19.9% | +12.3% | +7.5% | +9.8% |
| 1Y | +41.4% | +18.0% | +23.4% | +24.8% |
| 3Y | +239.2% | +47.0% | +192.1% | +157.5% |
| 5Y | +185.0% | +48.4% | +136.6% | +112.2% |
| All | +654.3% | +142.7% | +511.6% | +252.0% |
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 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