+811.7%
PRU vs GFI
+1,295.7%
-484.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +3.6% | -8.7% | +12.3% | +4.3% |
| 30D | +8.9% | +0.6% | +8.3% | +8.7% |
| 3M | +0.2% | -7.5% | +7.7% | +0.5% |
| 6M | +23.7% | -18.3% | +42.1% | +24.8% |
| YTD | +13.7% | -13.8% | +27.5% | +13.6% |
| 1Y | +20.6% | -8.8% | +29.5% | +19.8% |
| 3Y | +56.3% | +215.8% | -159.5% | +38.4% |
| 5Y | +42.3% | +301.2% | -258.9% | +20.7% |
| 10Y | +99.3% | +1,284.4% | -1,185.2% | +39.1% |
| All | +811.7% | +1,295.7% | -484.1% | +542.6% |
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