+76.8%
GSK vs PRU
+139.4%
-62.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.2% | -0.5% | -2.3% |
| 7D | -4.2% | +1.9% | -6.1% | -4.5% |
| 30D | -7.5% | -0.4% | -7.1% | -7.5% |
| 3M | -3.3% | +16.4% | -19.7% | -6.2% |
| 6M | -9.3% | +26.0% | -35.4% | -13.5% |
| YTD | +1.6% | +9.9% | -8.3% | -0.6% |
| 1Y | +25.5% | +18.8% | +6.7% | +20.7% |
| 3Y | +49.3% | +45.3% | +3.9% | +35.4% |
| 5Y | +46.7% | +45.6% | +1.1% | +31.3% |
| 10Y | +76.8% | +139.6% | -62.8% | +24.3% |
| All | +76.8% | +139.4% | -62.6% | +24.3% |
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