+809.8%
PRU vs GAP
+209.2%
+600.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.5% |
| 7D | +3.8% | -0.1% | +3.9% | +3.8% |
| 30D | +9.0% | -5.4% | +14.5% | +11.2% |
| 3M | +2.1% | +2.9% | -0.8% | 0.0% |
| 6M | +25.4% | -4.4% | +29.8% | +24.4% |
| YTD | +13.5% | -11.6% | +25.1% | +14.4% |
| 1Y | +21.3% | -6.0% | +27.4% | +19.0% |
| 3Y | +55.1% | +78.0% | -22.9% | +1.6% |
| 5Y | +43.6% | +8.5% | +35.1% | +2.7% |
| 10Y | +99.2% | +8.6% | +90.6% | +9.4% |
| All | +809.8% | +209.2% | +600.6% | +152.7% |
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