+105.2%
GSK vs PRU
+99.2%
+6.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.3% |
| 7D | +1.1% | +3.6% | -2.5% | +0.4% |
| 30D | +6.3% | +8.9% | -2.5% | +4.5% |
| 3M | +1.8% | +0.2% | +1.6% | +1.7% |
| 6M | +1.7% | +23.7% | -22.1% | -2.7% |
| YTD | +6.5% | +13.7% | -7.2% | +3.4% |
| 1Y | +9.5% | +20.6% | -11.1% | +5.0% |
| 3Y | +65.3% | +56.3% | +9.0% | +47.6% |
| 5Y | +43.7% | +42.3% | +1.4% | +29.4% |
| All | +105.2% | +99.2% | +6.0% | +58.0% |
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