+136.2%
PRU vs GFI
+1,066.8%
-930.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.6% |
| 7D | -2.3% | -4.9% | +2.6% | -2.3% |
| 30D | -1.7% | +10.7% | -12.5% | -1.7% |
| 3M | +13.2% | +25.6% | -12.4% | +13.3% |
| 6M | +28.8% | -8.3% | +37.0% | +28.7% |
| YTD | +9.8% | +6.3% | +3.5% | +9.8% |
| 1Y | +17.4% | +22.1% | -4.7% | +17.5% |
| 3Y | +44.9% | +289.2% | -244.3% | +45.7% |
| 5Y | +46.6% | +531.7% | -485.0% | +48.5% |
| All | +136.2% | +1,066.8% | -930.7% | +177.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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