+214.4%
GSK vs PRU
+806.6%
-592.1%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -1.0% | -1.7% |
| 7D | -1.8% | +1.9% | -3.7% | -2.2% |
| 30D | -2.2% | +2.7% | -4.9% | -2.7% |
| 3M | -1.8% | +19.5% | -21.3% | -5.2% |
| 6M | -10.6% | +26.6% | -37.3% | -14.7% |
| YTD | +4.4% | +12.3% | -7.9% | +1.8% |
| 1Y | +30.4% | +18.0% | +12.4% | +25.7% |
| 3Y | +60.1% | +47.0% | +13.1% | +46.0% |
| 5Y | +46.8% | +48.4% | -1.6% | +32.2% |
| 10Y | +79.2% | +142.4% | -63.2% | +38.8% |
| All | +214.4% | +806.6% | -592.1% | +29.2% |
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