+779.9%
PRU vs GPC
+659.5%
+120.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -1.6% |
| 7D | +2.4% | +1.6% | +0.8% | +1.2% |
| 30D | +6.1% | -2.1% | +8.2% | +7.7% |
| 3M | -0.7% | -6.8% | +6.1% | +4.4% |
| 6M | +22.1% | +18.6% | +3.5% | +2.7% |
| YTD | +9.8% | +2.7% | +7.1% | +0.3% |
| 1Y | +19.4% | +1.8% | +17.6% | +9.6% |
| 3Y | +50.4% | +1.1% | +49.3% | +26.6% |
| 5Y | +37.2% | +4.1% | +33.1% | +6.7% |
| 10Y | +119.5% | +88.2% | +31.3% | -11.9% |
| All | +779.9% | +659.5% | +120.4% | -17.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling