+800.4%
PRU vs GAP
+213.3%
+587.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +1.9% | -4.5% | +6.3% | +3.6% |
| 30D | +2.7% | +9.0% | -6.3% | -1.2% |
| 3M | +19.5% | +5.0% | +14.5% | +16.1% |
| 6M | +26.6% | -17.8% | +44.5% | +32.4% |
| YTD | +12.3% | -10.4% | +22.7% | +13.2% |
| 1Y | +18.0% | -3.4% | +21.4% | +14.3% |
| 3Y | +47.0% | +111.5% | -64.5% | -10.8% |
| 5Y | +48.4% | +8.8% | +39.6% | +5.7% |
| 10Y | +142.4% | +32.9% | +109.5% | +19.4% |
| All | +800.4% | +213.3% | +587.0% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling