+46.6%
GPN vs PRU
+99.2%
-52.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.9% | +3.3% | +3.6% |
| 7D | -5.6% | +3.6% | -9.3% | -7.6% |
| 30D | +13.6% | +8.9% | +4.7% | +7.5% |
| 3M | -2.8% | +0.2% | -3.0% | -3.2% |
| 6M | +38.1% | +23.7% | +14.3% | +20.9% |
| YTD | +19.9% | +13.7% | +6.2% | +10.2% |
| 1Y | +23.4% | +20.6% | +2.8% | +9.4% |
| 3Y | -12.6% | +56.3% | -69.0% | -33.9% |
| 5Y | -26.6% | +42.3% | -68.9% | -41.6% |
| All | +46.6% | +99.2% | -52.7% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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