+55.5%
PRU vs GME
+93.1%
-37.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.3% |
| 7D | +3.2% | +5.8% | -2.6% | +3.1% |
| 30D | +7.9% | -3.7% | +11.6% | +8.0% |
| 3M | +1.8% | +33.6% | -31.8% | +1.4% |
| 6M | +24.1% | +5.4% | +18.7% | +24.0% |
| YTD | +12.4% | +27.4% | -15.1% | +12.0% |
| 1Y | +20.9% | +19.0% | +1.9% | +20.6% |
| 3Y | +55.5% | +101.5% | -46.0% | +53.5% |
| All | +55.5% | +93.1% | -37.7% | +53.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling