+37.0%
PRU vs GEN
+32.5%
+4.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.6% | 0.0% | -1.9% |
| 7D | +2.4% | +2.3% | +0.1% | +1.8% |
| 30D | +6.1% | +33.1% | -26.9% | -2.6% |
| 3M | -0.7% | +6.5% | -7.2% | -3.4% |
| 6M | +22.1% | +53.8% | -31.7% | +4.7% |
| YTD | +9.8% | +11.2% | -1.4% | +4.4% |
| 1Y | +19.4% | +19.4% | 0.0% | +10.8% |
| 3Y | +50.4% | +81.0% | -30.7% | +21.2% |
| All | +37.0% | +32.5% | +4.5% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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