+51.9%
PRU vs GGLL
+188.6%
-136.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.8% |
| 7D | +2.4% | +3.1% | -0.7% | +2.1% |
| 30D | +6.1% | -36.3% | +42.5% | +11.0% |
| 3M | -0.7% | -40.4% | +39.6% | +4.5% |
| 6M | +22.1% | -54.6% | +76.7% | +31.9% |
| YTD | +9.8% | -31.1% | +40.9% | +11.3% |
| 1Y | +19.4% | -19.2% | +38.5% | +17.9% |
| 3Y | +50.4% | +151.5% | -101.2% | +18.9% |
| All | +51.9% | +188.6% | -136.7% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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