+106.1%
PRU vs GPC
+93.7%
+12.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.0% |
| 7D | +3.2% | +0.8% | +2.3% | +2.8% |
| 30D | +7.9% | -1.1% | +9.0% | +8.5% |
| 3M | +1.8% | -6.6% | +8.4% | +5.6% |
| 6M | +24.1% | +22.2% | +1.9% | +7.8% |
| YTD | +12.4% | +5.1% | +7.3% | +4.3% |
| 1Y | +20.9% | +2.8% | +18.1% | +13.7% |
| 3Y | +55.5% | +2.4% | +53.1% | +37.5% |
| 5Y | +42.7% | +7.8% | +34.9% | +16.8% |
| 10Y | +106.1% | +87.2% | +18.9% | +7.8% |
| All | +106.1% | +93.7% | +12.4% | +7.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling