+45.6%
PRU vs GRMN
+76.7%
-31.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.0% |
| 7D | +1.9% | +0.2% | +1.7% | +1.9% |
| 30D | -0.4% | -11.3% | +10.9% | +3.5% |
| 3M | +16.4% | +17.7% | -1.3% | +9.3% |
| 6M | +26.0% | +14.2% | +11.9% | +19.2% |
| YTD | +9.9% | +37.0% | -27.1% | -3.1% |
| 1Y | +18.8% | +17.0% | +1.8% | +10.3% |
| 3Y | +45.4% | +183.2% | -137.8% | -8.9% |
| 5Y | +45.6% | +77.3% | -31.7% | -1.8% |
| All | +45.6% | +76.7% | -31.1% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling