+145.1%
PRU vs GDDY
+381.9%
-236.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.0% | -2.2% | 0.0% |
| 7D | -3.8% | -7.0% | +3.2% | -2.2% |
| 30D | -2.0% | +6.2% | -8.2% | -3.8% |
| 3M | +14.0% | +20.0% | -6.1% | +7.2% |
| 6M | +27.2% | +6.8% | +20.4% | +22.7% |
| YTD | +9.1% | -22.3% | +31.4% | +13.7% |
| 1Y | +18.1% | -33.5% | +51.6% | +28.1% |
| 3Y | +44.3% | +29.2% | +15.0% | +28.4% |
| 5Y | +45.7% | +28.1% | +17.6% | +27.5% |
| 10Y | +136.3% | +200.2% | -63.9% | +71.5% |
| All | +145.1% | +381.9% | -236.8% | +76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling