+139.6%
PRU vs GAP
+34.2%
+105.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | +1.9% | +1.7% | +0.2% | +1.4% |
| 30D | -0.4% | +9.3% | -9.8% | -3.3% |
| 3M | +16.4% | +6.1% | +10.3% | +13.7% |
| 6M | +26.0% | -2.3% | +28.3% | +24.7% |
| YTD | +9.9% | -10.6% | +20.5% | +10.8% |
| 1Y | +18.8% | -4.4% | +23.2% | +16.6% |
| 3Y | +45.4% | +118.3% | -73.0% | -1.2% |
| 5Y | +45.6% | +12.2% | +33.4% | +13.7% |
| 10Y | +139.6% | +33.7% | +105.9% | +37.9% |
| All | +139.6% | +34.2% | +105.4% | +37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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