+45.7%
PRU vs GFI
+515.1%
-469.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.6% | +0.8% |
| 7D | -3.8% | -5.1% | +1.3% | -3.7% |
| 30D | -2.0% | +13.4% | -15.5% | -2.3% |
| 3M | +14.0% | +36.2% | -22.3% | +13.0% |
| 6M | +27.2% | -9.8% | +37.1% | +27.2% |
| YTD | +9.1% | +7.7% | +1.4% | +8.5% |
| 1Y | +18.1% | +27.2% | -9.1% | +16.8% |
| 3Y | +44.3% | +300.3% | -256.0% | +36.3% |
| 5Y | +45.7% | +539.8% | -494.1% | +33.5% |
| All | +45.7% | +515.1% | -469.4% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling