+45.6%
PRU vs GME
-62.6%
+108.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | +1.9% | +0.4% | +1.5% | +1.9% |
| 30D | -0.4% | -1.4% | +1.0% | -0.4% |
| 3M | +16.4% | -15.1% | +31.6% | +17.1% |
| 6M | +26.0% | -22.5% | +48.5% | +27.2% |
| YTD | +9.9% | -5.9% | +15.8% | +10.0% |
| 1Y | +18.8% | -18.6% | +37.4% | +19.4% |
| 3Y | +45.3% | +6.7% | +38.7% | +34.8% |
| 5Y | +45.6% | -62.0% | +107.6% | +41.2% |
| All | +45.6% | -62.6% | +108.1% | +41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling