+767.7%
PRU vs GFI
+1,694.9%
-927.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | -1.9% | +4.7% | -6.6% | -2.2% |
| 30D | -2.6% | +14.4% | -17.0% | -3.6% |
| 3M | +14.7% | +32.5% | -17.8% | +12.0% |
| 6M | +25.7% | -7.2% | +32.8% | +25.6% |
| YTD | +8.3% | +10.9% | -2.6% | +6.4% |
| 1Y | +17.3% | +35.5% | -18.1% | +13.1% |
| 3Y | +43.2% | +312.1% | -269.0% | +24.4% |
| 5Y | +43.5% | +524.6% | -481.1% | +17.7% |
| 10Y | +134.6% | +1,092.7% | -958.2% | +68.1% |
| All | +767.7% | +1,694.9% | -927.2% | +501.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling