+26.9%
PRU vs GPC
+6.5%
+20.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.7% | +4.9% | +6.3% |
| 7D | +9.8% | +4.1% | +5.6% | +9.1% |
| 30D | +11.6% | +0.1% | +11.5% | +11.5% |
| 3M | +3.7% | -3.9% | +7.6% | +4.2% |
| 6M | +33.0% | +24.4% | +8.6% | +29.1% |
| YTD | +16.6% | +5.7% | +10.9% | +9.2% |
| 1Y | +26.9% | +6.8% | +20.2% | +18.8% |
| All | +26.9% | +6.5% | +20.5% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling