+102.9%
GSK vs PRU
+102.7%
+0.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -1.1% | -2.8% | +1.8% | -0.5% |
| 30D | +7.8% | +8.5% | -0.7% | +6.1% |
| 3M | +0.3% | +1.7% | -1.4% | -0.1% |
| 6M | +3.4% | +24.8% | -21.3% | -1.1% |
| YTD | +5.9% | +13.3% | -7.4% | +2.9% |
| 1Y | +8.2% | +21.4% | -13.2% | +3.7% |
| 3Y | +65.3% | +54.8% | +10.5% | +47.9% |
| 5Y | +43.3% | +42.4% | +0.9% | +29.0% |
| 10Y | +102.9% | +98.4% | +4.5% | +56.2% |
| All | +102.9% | +102.7% | +0.2% | +56.2% |
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 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