-5.8%
GPN vs PRU
+55.2%
-61.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -1.3% |
| 7D | -1.9% | +3.2% | -5.0% | -4.6% |
| 30D | +18.9% | +7.9% | +11.0% | +11.8% |
| 3M | +13.8% | +1.8% | +12.1% | +11.8% |
| 6M | +42.3% | +24.1% | +18.1% | +20.9% |
| YTD | +27.6% | +12.4% | +15.2% | +16.1% |
| 1Y | +30.3% | +20.9% | +9.4% | +12.2% |
| 3Y | -5.8% | +55.5% | -61.3% | -29.0% |
| All | -5.8% | +55.2% | -61.0% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling