+42.7%
PRU vs GME
-53.9%
+96.5%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +2.3% |
| 7D | +3.2% | +5.8% | -2.6% | +2.9% |
| 30D | +7.9% | -3.7% | +11.6% | +8.1% |
| 3M | +1.8% | +33.6% | -31.8% | +0.6% |
| 6M | +24.1% | +5.4% | +18.7% | +23.7% |
| YTD | +12.4% | +27.4% | -15.1% | +11.1% |
| 1Y | +20.9% | +19.0% | +1.9% | +19.8% |
| 3Y | +55.5% | +101.5% | -46.0% | +39.3% |
| 5Y | +42.7% | -50.5% | +93.1% | +33.5% |
| All | +42.7% | -53.9% | +96.5% | +33.5% |
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 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