+136.2%
PRU vs GDDY
+207.2%
-71.1%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | +0.1% |
| 7D | -2.3% | -3.2% | +0.9% | -1.5% |
| 30D | -1.7% | +6.8% | -8.5% | -3.9% |
| 3M | +13.2% | +30.5% | -17.2% | +3.1% |
| 6M | +28.8% | +13.3% | +15.5% | +21.3% |
| YTD | +9.8% | -21.0% | +30.7% | +14.7% |
| 1Y | +17.4% | -34.0% | +51.4% | +29.6% |
| 3Y | +44.9% | +33.1% | +11.9% | +24.2% |
| 5Y | +46.6% | +30.3% | +16.3% | +23.2% |
| All | +136.2% | +207.2% | -71.1% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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