+134.6%
PRU vs GME
+255.4%
-120.8%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.3% | -6.8% | -1.7% |
| 7D | -1.9% | +4.8% | -6.7% | -2.1% |
| 30D | -2.6% | +5.9% | -8.4% | -2.8% |
| 3M | +14.7% | -10.7% | +25.4% | +15.1% |
| 6M | +25.7% | -19.8% | +45.5% | +26.6% |
| YTD | +8.3% | -0.9% | +9.2% | +8.1% |
| 1Y | +17.3% | -15.7% | +33.0% | +17.8% |
| 3Y | +43.2% | +12.3% | +30.9% | +35.1% |
| 5Y | +43.5% | -60.1% | +103.6% | +37.6% |
| 10Y | +134.6% | +265.3% | -130.8% | +14.3% |
| All | +134.6% | +255.4% | -120.8% | +14.3% |
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