+186.8%
GS vs PRU
+50.4%
+136.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.3% | -3.1% | -4.0% |
| 7D | -6.3% | +4.8% | -11.1% | -9.4% |
| 30D | -3.1% | +7.9% | -11.0% | -8.4% |
| 3M | -17.7% | +3.1% | -20.7% | -19.6% |
| 6M | -4.6% | +25.2% | -29.8% | -20.3% |
| YTD | +0.3% | +12.7% | -12.4% | -9.5% |
| 1Y | +11.7% | +23.5% | -11.8% | -6.3% |
| All | +186.8% | +50.4% | +136.4% | +102.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling