+99.2%
PRU vs GRMN
+655.8%
-556.5%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.6% |
| 7D | +3.8% | +6.3% | -2.6% | +0.6% |
| 30D | +9.0% | +7.6% | +1.5% | +4.9% |
| 3M | +2.1% | -7.5% | +9.6% | +5.9% |
| 6M | +25.4% | +21.2% | +4.2% | +11.3% |
| YTD | +13.5% | +44.0% | -30.5% | -9.6% |
| 1Y | +21.3% | +44.7% | -23.4% | -3.7% |
| 3Y | +55.1% | +160.5% | -105.4% | -21.7% |
| 5Y | +43.6% | +124.6% | -81.1% | -21.2% |
| 10Y | +99.2% | +651.6% | -552.4% | -45.1% |
| All | +99.2% | +655.8% | -556.5% | -45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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