+136.2%
PRU vs GNRC
+448.8%
-312.7%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.9% | -2.3% | -0.1% |
| 7D | -2.3% | -0.2% | -2.1% | -2.3% |
| 30D | -1.7% | -15.7% | +14.0% | +2.4% |
| 3M | +13.2% | -27.3% | +40.6% | +21.2% |
| 6M | +28.8% | -12.1% | +40.8% | +29.2% |
| YTD | +9.8% | +37.1% | -27.3% | -3.5% |
| 1Y | +17.4% | -0.5% | +17.8% | +11.6% |
| 3Y | +44.9% | +61.5% | -16.6% | +15.4% |
| 5Y | +46.6% | -58.6% | +105.2% | +68.8% |
| All | +136.2% | +448.8% | -312.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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