+56.3%
PRU vs GNRC
+86.4%
-30.0%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +3.6% | +7.9% | -4.3% | +2.5% |
| 30D | +8.9% | -3.7% | +12.5% | +8.9% |
| 3M | +0.2% | -11.9% | +12.1% | +1.2% |
| 6M | +23.7% | -28.6% | +52.4% | +27.9% |
| YTD | +13.7% | +39.9% | -26.1% | +0.4% |
| 1Y | +20.6% | +23.4% | -2.7% | +9.3% |
| 3Y | +56.3% | +84.2% | -27.9% | +22.7% |
| All | +56.3% | +86.4% | -30.0% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling