+99.2%
PRU vs GME
+483.4%
-384.2%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +3.8% | +4.8% | -1.0% | +3.6% |
| 30D | +9.0% | -4.3% | +13.3% | +9.2% |
| 3M | +2.1% | +35.3% | -33.2% | +0.9% |
| 6M | +25.4% | +4.7% | +20.7% | +25.0% |
| YTD | +13.5% | +26.6% | -13.1% | +12.2% |
| 1Y | +21.3% | +18.3% | +3.0% | +20.2% |
| 3Y | +55.1% | +102.8% | -47.7% | +42.9% |
| 5Y | +43.6% | -48.9% | +92.5% | +36.4% |
| 10Y | +99.2% | +480.5% | -381.2% | -6.3% |
| All | +99.2% | +483.4% | -384.2% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 10y: compounded portfolio wealth divided by compounded GME 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…
10y analysis · Full analysis span regression · 6 months rolling