+37.0%
PRU vs GAP
+5.0%
+32.0%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.1% | +1.5% | -1.9% |
| 7D | +2.4% | -3.8% | +6.2% | +3.1% |
| 30D | +6.1% | -9.0% | +15.1% | +7.9% |
| 3M | -0.7% | +5.5% | -6.2% | -2.1% |
| 6M | +22.1% | -11.1% | +33.1% | +23.5% |
| YTD | +9.8% | -13.6% | +23.3% | +11.1% |
| 1Y | +19.4% | -2.9% | +22.2% | +17.9% |
| 3Y | +50.4% | +69.6% | -19.2% | +25.9% |
| All | +37.0% | +5.0% | +32.0% | +11.5% |
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