+1,275.2%
GS vs PRU
+785.9%
+489.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.3% | +1.1% |
| 7D | -3.2% | +2.4% | -5.6% | -4.5% |
| 30D | -2.4% | +6.1% | -8.5% | -5.6% |
| 3M | -15.7% | -0.7% | -15.0% | -15.5% |
| 6M | -6.8% | +22.1% | -28.8% | -16.7% |
| YTD | -0.1% | +9.8% | -9.8% | -5.6% |
| 1Y | +12.1% | +19.4% | -7.3% | +1.2% |
| 3Y | +185.8% | +50.4% | +135.4% | +128.4% |
| 5Y | +140.1% | +37.2% | +102.9% | +100.6% |
| 10Y | +505.2% | +119.5% | +385.7% | +280.5% |
| All | +1,275.2% | +785.9% | +489.3% | +183.2% |
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