+49.8%
PRU vs GME
+0.2%
+49.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | +1.9% | +7.2% | -5.4% | +1.7% |
| 30D | +2.7% | +0.8% | +1.9% | +2.7% |
| 3M | +19.5% | -14.0% | +33.4% | +19.7% |
| 6M | +26.6% | -19.7% | +46.4% | +27.0% |
| YTD | +12.3% | -4.6% | +16.9% | +12.4% |
| 1Y | +18.0% | -14.3% | +32.4% | +18.2% |
| All | +49.8% | +0.2% | +49.7% | +54.1% |
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