+41.0%
PRU vs GPC
+4.8%
+36.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | 0.0% | -1.3% | +1.2% | +0.4% |
| 30D | +7.9% | -6.0% | +14.0% | +10.3% |
| 3M | +0.9% | -7.6% | +8.5% | +3.6% |
| 6M | +22.4% | +24.2% | -1.9% | +11.8% |
| YTD | +12.7% | +2.7% | +10.0% | +8.8% |
| 1Y | +19.6% | +0.2% | +19.4% | +16.6% |
| 3Y | +54.0% | -0.8% | +54.7% | +43.7% |
| 5Y | +41.0% | +4.4% | +36.6% | +21.2% |
| All | +41.0% | +4.8% | +36.2% | +21.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling