+106.1%
PRU vs GAP
+20.3%
+85.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.4% |
| 7D | +3.2% | 0.0% | +3.1% | +3.2% |
| 30D | +7.9% | -4.3% | +12.2% | +9.2% |
| 3M | +1.8% | +9.4% | -7.6% | -1.5% |
| 6M | +24.1% | -3.3% | +27.4% | +23.2% |
| YTD | +12.4% | -10.5% | +22.9% | +13.0% |
| 1Y | +20.9% | -2.4% | +23.3% | +18.1% |
| 3Y | +55.5% | +80.1% | -24.6% | +12.7% |
| 5Y | +42.7% | +6.5% | +36.2% | +13.8% |
| 10Y | +106.1% | +14.6% | +91.5% | +18.0% |
| All | +106.1% | +20.3% | +85.8% | +18.0% |
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