+48.5%
PRU vs GAP
+9.0%
+39.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.0% |
| 7D | +1.9% | -4.5% | +6.3% | +2.7% |
| 30D | +2.7% | +9.0% | -6.3% | +0.9% |
| 3M | +19.5% | +5.0% | +14.5% | +17.9% |
| 6M | +26.6% | -17.8% | +44.5% | +29.8% |
| YTD | +12.3% | -10.4% | +22.7% | +13.1% |
| 1Y | +18.0% | -3.4% | +21.4% | +16.6% |
| 3Y | +47.0% | +111.5% | -64.5% | +17.0% |
| All | +48.5% | +9.0% | +39.6% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling